Yes, the settings for the number formatting is only the built-in number 14. In fact it is just the main trouble: we have no other information which can help to determine the digits of the year.
We have tested on mac with Excel 11 and 16 but unfortunately, we can only get the year displayed as four digits, just same with what we got with MS Excel on windows. Obviously, it is not the same result with yours.
Of course the formatted results are different for different locales for the same built-in format and we also support this dynamic change. However, we do not know how the formatted result changes according to different platforms and different MS Excel versions. For this case, as we said, we got different results from the yours even with the same Excel version on mac.
We are not sure whether the Calendar option may cause such kind of difference because we found there is only one value for it can be selected. So we cannot change this options for testing purpose. We are afraid we cannot find a way to gather enough information about the rules used for this case and cannot fix it currently. To make the year be formatted as two digits, you may use custom format instead as a workaround.