When downloading the historical data from historical tab, the time stamp is not the same as local ha server time. Suggest to use the local ha server time stamp for the data download
Remember to vote for your own suggestion. 
Perhaps you should give a little more info about what is wrong. What are you seeing?
I don’t see anything wrong with it. It’s an ISO 8601 timestamp, which means it includes the timezone. How you display that is a representation issue. If its wrong, check your server’s time.
Adding proof:
Actually he is right, the timestamp is not correct time, it should be local time (format doesn’t matter). it seems it just dumps when the sensor value changes for the first time, which is fine but starts from 1. Actually happens on all sensors. See below, when this was logged the local time was 2:07:56. See below
| entity_id | state | last_changed |
|---|---|---|
| sensor.dishwasher_plug_power | 0.9 | 2024-12-19T01:00:00.000Z |
| sensor.dishwasher_plug_power | 6.6 | 2024-12-19T01:26:35.373Z |
| sensor.dishwasher_plug_power | 9.8 | 2024-12-19T01:26:36.438Z |
| sensor.dishwasher_plug_power | 14.6 | 2024-12-19T01:26:37.412Z |
| sensor.dishwasher_plug_power | 23.4 | 2024-12-19T01:26:38.430Z |
| sensor.dishwasher_plug_power | 18.5 | 2024-12-19T01:26:39.455Z |
| sensor.dishwasher_plug_power | 13.2 | 2024-12-19T01:26:40.486Z |