My father took this picture today. For the year 1915 it should be MCMXV
They aren't wrong, just a different form. There are other monuments that use alternate forms, the one you think of as correct is the most common modern form but it isn't the sole canonically accepted version, just the most popular one.
Can then, in theory, we use four numerals for all numbers? XIIII for 14. CCCC for 400. DDDD for 2000.