We consider it to still be connected to the present because the speaker is still inside those "last few months" at the moment of speaking. It is as if we are still counting the current month as part of those last few months.
Other similar examples would be:Estos últimos meses han sido difíciles para mí.
No he visto a Juan en estos días.
If you compare these to these other examples:"El mes pasado fue difícil para mí"
"Ayer no vi a Juan."
Here the time frames are clearly not connected to the present.
I hope this helps,
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