Why does my put credit spread say "Short" when I was bullish?

Because side describes the premium, not your market view. Money in is short, money out is long. The form says so under the field.

A put credit spread is bullish and books as Short — net credit. A long call is bullish and books as Long — net debit. The two are not the same axis.

This is worth getting straight because it is the one convention that reads as a bug the first time you meet it. The alternative — inferring direction from the structure — would make every filter ambiguous the moment you traded anything with a view that is not obvious from its shape. Your directional intent belongs in the setup and your notes, which is where you can say it in words.