I believe it's due to the fact that "trend" and "forecast" lines work only with a date field on the X-axis.
Adding a non-date field (in your case the month name or number) blocks DVD from generating those lines
I had same suspicion as you. So, I'm looking the sample file comes with DVD; it has Order Date as Date, and Order Month and Order Year as attribute. Order Month and Order Year is in X-axis and it works. I have similar situation. If I put my Day only, it works; but if I add month, it doesn't. The problem here only to use with day it will get all data within the same day of every months that doesn't make sense. I want to use year-month-date in X-axis.
I created a measure called "Month" with formula
Thus having an integer value and I was able to add/modify/view the trendline