If you want the statistics in the OUTPUT data set you need to list them in the OUTPUT statement. The variables listed in the PROC MEANS control what's displayed, not what's saved to a data set.
Or you can switch to using the ODS table.
proc means data=sashelp.cars mean mode median min max n std stackODS;
var mpg:;
output out=want mean= mode= median= min= max= n= std= /autoname;
ods table summary=want_better;
run;