Best guess: your host runs PHP as a server-side executable in the cgi-bin directory of the webserver, instead of as an Apache module?
You'll need to contact them about it, I expect. Look at their site docs first; perhaps it's a FAQ or something; maybe you have to turn on this option (via .htacess files? ---- dunno; it's an Option under httpd.conf, but you probably don't have access to that, eh?) I guess it's even possible that you have to install it yourself, but I don't know much about your service (I have enough trouble with mine, and I'm my own host 😃 )
At any rate, hope this helps....
