You can't re-format the dates in the query builder itself, but there is a way of reformatting them quickly in Excel.
Select the column with the dates in, then in the Data menu click 'Text to Columns'. Accept the first 2 pages of the wizard (no changes should be necessary), but on the 3rd page, select ‘Date’ and the format you want. The entire column will change to a date format in one go.