I‘ve been looking further into it. The problem is that the pictures are downloaded without any EXIF data at all, therefore no real capture date. Some viewers like Windows 10 photo viewer then show the file creation date as capture date which led to my interpretation above. If I download a single picture file from the shared album of course the file get‘s the download date and time. If the complete album is downloaded as a ZIP-file each file inside has the capture date as file creation date!
Again, that's not what I'm seeing. Could you post a screenshot of the Info tab of any image that downloads with no EXIF data, before doing the download, then after the download find the downloaded file in Explorer, right-click>Properties>Details tab and post a screenshot of that as well?