Which files are you referring to? Give an example so I can test it because my Finder acts exactly the same way as the Windows file explorer. That is it will show the modified date and the original creation date.

I just tested this with a download from a site I'm familiar with: The alias file has the same date, however, the application file shows two dates in Finder. The first is the date the file was downloaded, the second shows the original file creation date. (Just like the Windows Explorer would.)