I logged the issue with Microsoft here - the Repro is available for download: https://connect.microsoft.com/VisualStudio/feedback/details/741454/value-change-event-doesnt-fi
speculation:
The bug occurs because the datetimepicker's surface is not rendered until after the click message is sent.
Next steps to Answer:
If available try testing with some 3rd party date time picker controls.
I realise this isn't a complete answer since I don't know yet whether it will fix your problem.
Other possible answer: Resize the taskpane to fit the control. This will sort out the bug, but look a bit weird from a user point of view.