Pivot table from multiple sheets - odd result
 

I am attempting to use a pivot table to consolidate info from several sheets.
(I'm not interested in summarising numbers, I just want to be able to collect
and filter data). All have the same column headings and data types. When I
tested this from all the data being on a single worksheet, it worked fine.
But when I consolidate from Multiple sources, the pivot table field list has
'Row, Column, Value, Page1'. I included the column headings in the ranges.