Downloading photos from iCloud

All the photos on iCloud are stored in order of date taken, which is attached to the photo. I want to transfer these photos and others from another source to a file on my PC. However, whenever you download these photos to another file, the dates are replaced by the date of transfer. This is most frustrating because you cannot sort files in the new location to date taken order. This means that you cannot achieve a coherent series of photos to look at. I have read previous posts on this issue and cannot find a solution anywhere. Looking into the photo metadatea to see the date taken is not a viable solution if you want to sort them into date taken order.

I have read previous posts on this issue and see no solution.