Videos and date are not a simple issue. Short answer: include the date of the movie in the filename. It’s the only reasonably sure way of preserving it.
In more detail: First you need to distinguish between a File and the data therein. A file is a box into which data is put. The kind of data determines most of the characteristics of the file. But the file and the data are not the same thing, rather they are quite separate entities.
Therefore it’s easy to see that the file and the data it contains might easily have separate creation dates because they are different things. For instance, when you export a photograph from Photos, the app creates a new file and copies the image into it. So the file is created today, even though the photograph may have been taken a month ago. Photographs overcome this anomaly by using Exif metadata. This is written to the image file when the photograph is taken and it records the date and time of the exposure (among other information). So when the photo is exported that gets put in the new file along with the actual pixels of the image. Photography apps know to check there for the date and time of the photo, and ignore the date and time of the file.
Trouble is, in the case of the vast majority of consumer video there is no attempt to track the date of the exposure. There is no exif for video.
So the Finder is quite correctly reporting the date the file was created and no one is recording the date the video was shot.
Workarounds… a: export video as unmodified originals. This will most often preserve the date of the original file. But honestly, that’s not a reliable way to work going forward. Sooner or later that date will be lost.
B: add the date to the title of the movie or the filename: Trip to the Zoo, July 1 2009. That’s about the best way to preserve the date of a movie.