Pivot Tables- Drill down doesnt make table, creates data range

When I click into a cell in my pivot table it creates a new worksheet with a data range instead of a table. I'm confused since based on the research I've done, the default setting should be to make a table. I created a new excel file and it seemed to work but I went to refresh my data and then the pivot table just spits out the data range again, no table. I'm thinking when I copy and paste my new data into the spreadsheet its doing something to alter it, but I have no idea how to fix this. Does the data for the pivot table need to be formatted a certain way? Can someone please help? 

Thanks!