Yes, Explorer does it in a weird way. It changes quality and also adds an Adobe XMP tag. I think, compression level is hardcoded here like in MsPaint.
This issue
has been duscussed by Seven Gurus on this forum and
elsewhere. IMHO, the best advice is to avoid using Explorer for changing attributes.
To change date in a photo properly, I would recommend a free program called
XnView (Minimal version would do).
It allows to change date without problems (menu Tools - Change timestamp). And you can change date for multiple pictures at a time!