これを試してください。
WITH t (sdt, ldt) AS (SELECT MIN (START_DATE), MAX (END_DATE) FROM MY_DATES)
SELECT *
FROM ( SELECT sdt + LEVEL - 1 AS dates
FROM t
CONNECT BY LEVEL <= ldt - sdt + 1) c
WHERE EXISTS
(SELECT 1
FROM MY_DATES d
WHERE c.dates BETWEEN START_DATE AND END_DATE);