Don't use the_date(), instead use the_time().
the_date returns the date only, the_time returns the date + the time. I don't know the reason why wordpress won't return more than one date when the_date is used in a loop. But it has to do with the fact that the value is the same. If you use the_time the value is never the same, therefore it always returns the value. So you can print something like <?php the_time('F j, Y'); ?>
This link from the codex, explains how the_date works much better than I do.