The transfer via a USB cable is supposed to transfer the unmodified original, not the edited version. The caption is not embedded in the original, so it is not transferred.
The only easy way to transfer the edits from an iPhone or iPad losslessly, including the albums, caption, locations, adjusted dates is iCloud Photos Library. If you do not want to upload all photos from your Mac to iCloud, only download the photos from your iOS device, create a new, empty Photos library to use with iCloud. Once the photos have been downloaded from iCloud to this library, you can disable iCloud Photos again and import from this library to your main photos library.
Also AirDrop can be used to transfer the modified version with added metadata.
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