You are transferring the file via a local Windows system. Windows do not use Linux permissions, so the permissions are lost on download.
When using SFTP to transfer files between iPhones I typically transfer them from device "a" to my Windows desktop and then transfer them to device "b". However, during this processing I have noticed that file permissions are not maintained. When the file arrives at device "b" the file permissions are not the same as the original file.
Why is this happening (seems like a bug to me) and is there a way to transfer files and maintain the file permissions.