If you are coming from an SQL background, or if you are used to relational databases, you probably think that RELATED follows relationships. Thus, to compute the Month column, you would think that the engine followed a relationship between Sales and Date and obtained the value of the month by performing a lookup on the Date table.
DAX is different. Date[Month] belongs to the expanded version of Sales, There is a value for RELATED(Date[Month]) because Sales was expanded to include Date using a relationship.
RELATED requires a row context to be active. If you remove the row context of the calculated column, then RELATED no longer works.
This post cleared up a couple of ideas in my head, so check it out.