The metadata is removed by default because of the whitening / neutralizing process that the engine does on every image it downloads.
Neutralization is a way to remove potentially malicious code from an image file, we do this as an extra precaution regardless of scanning / sterilizing, even to images with “allow” verdict (neutralizing is done before policy matching is done on the image) so turning it off could potentially be exposing the client to risk.
You can turn this behavior off in the download profile → advanced settings → neutralizeImages:
When the checkbox is unchecked, images will not be neutralized and the metadata will be kept intact.