iPhone screenshots have wrong date info on PC
I'll start by saying that the file extension itself has nothing to do with the time metadata alterations for your photos.
Now to address the problem at hand: it depends on how you exported your photos. If you copied the files over to your PC using Windows Explorer (which I suspect you did) then Windows will not reliably preserve the original time/date metadata of your photos. As you mentioned yourself, Windows isn't even consistent in the fashion in which it alters the time metadata. If you're copying just one file, the metadata should be correct. Other times, if you're doing a bulk copy, not only will Windows sometimes change the time metadata for certain files, but it'll also change the filename for certain files. Why this happens, I don't know.
I haven't used iTunes in a while (I use iMazing instead to manage my iPhone – you should check it out if you're interested in an alternative to iTunes) but I do believe that if you import your photos and videos via iTunes, then all your files' metadata will be correctly preserved and handled.

You can also try uploading the screenshots to a cloud service (Google Drive, OneDrive, iCloud, etc.) and then downloading them onto your computer. There shouldn't be any reason for the upload process to alter any of the files' time metadata.