No, this is written in a new, plain SQL Window, with no other statements
UPDATE:
OK, this is good. I talked to all 4 developers of our team: Two of us have the same problem while the others don't.
Verdict: Format is NOT working if you select all code - Ctrl+A and press button. It works flawlessly if you DO NOT select any code but simply press the button.
Thanks a lot, problem solved!!