Directory timestamps not preserved

I’m using SecureAccess V3.01 on macOS 10.13.3.  When I copy directories over to the SanDisk using SecureAccess, all directory creation timestamps are overwritten with the time the directories were copied to the SanDisk.  The files within the directories do keep their timestamps though.  This makes it difficult to sort by time last updated for any files within directories.  Is there a solution for this issue?  

I tried formatting for Mac, both MS-DOS and exFAT as recommended, and even tried Mac OS Extended (Journaled) even though that wasn’t listed on the formatting page.