That format needs a DATE, not a month, and defaults to right aligned.
Try this:
data _null_;
do mon = 1 to 12;
date = mdy(mon,1,2020);
length monat $10;
Monat = tranwrd(put(date,deudfmn20.-l),'ä','ae');
put mon= date= date9. monat=;
end;
run;
mon=1 date=01JAN2020 Monat=Januar
mon=2 date=01FEB2020 Monat=Februar
mon=3 date=01MAR2020 Monat=Maerz
mon=4 date=01APR2020 Monat=April
mon=5 date=01MAY2020 Monat=Mai
mon=6 date=01JUN2020 Monat=Juni
mon=7 date=01JUL2020 Monat=Juli
mon=8 date=01AUG2020 Monat=August
mon=9 date=01SEP2020 Monat=September
mon=10 date=01OCT2020 Monat=Oktober
mon=11 date=01NOV2020 Monat=November
mon=12 date=01DEC2020 Monat=Dezember