Thanks for your post.
I don't think Data Generator performs validation to account for DST which is why you have encountered this issue.
I've logged it as a bug (ref SDG-923) although the problem is a bit more complex than it would initially appear. I don't think all regions necessarily switch daylight savings at the same point (so the US will perhaps do it a couple of weeks after/before the UK for instance). This means the invalid date you have could well be valid in another country!
So, it may be possible to fix it, but we'd also need to investigate region checking, and would it be the region of your PC, or the SQL Server you're working against (they could be different...)
In any case, I've logged it, as I mentioned above, and we'll let you know if a fix becomes available.