Answer
Check the "Cleanup age limit in days for Iam Events Log" system parameter — it defaults to a surprisingly short retention window (a few days), well under a full month, and a scheduled database task periodically purges login events older than that value. Increasing it (to something like two months) extends how far back you can see login history, but avoid setting it too high, since these events accumulate a large volume of data quickly and an overly long retention window has been known to contribute to database disk-space pressure.