While the above answers give adequate solutions to the underlying issue, the unspoken question is why this happens at all. This is not just a thing that happens in Windows but also in Linux and has to do with file pointers in the file table.
When you create a file in the file system, the data is stored in the file system somewhere in a string of bits. However, the disk needs to be able to find this block of data to retrieve the file. This information is stored in the file table as a file pointer that points to the start of the file. The file table is a special file found at the beginning of the disk that contains information on where every file on the disk can be found, as well as information about it such as creation time, and where in the file structure it is placed.
When you move a file from one directory to another, the interesting thing is that the data of the file remains where it is. Instead what happens is that the file table is updated with a new location in the file structure for it's placement. As such, the creation time is not updated because a new file is not created, it's still the same file it always was. It's just considered semantically to be in a different folder for your purposes.
The same thing happens when you move a folder. Why is this? Because folders are a special kind of file as well, that the file table points to when determining where in the file system something is semantically placed.
When copying a file, the file system has to make a second copy of the file, and now you have a new file with a new creation time in the file table. If you were to then delete the original file, you are left only with the copy. This is how Tonny and 1NN's solutions work. They are not teaching you how to move a file, but how to create a copy, and delete the original.
Also, know that all of this information is about moving a file to a new location on the same disk. If you move it to a different disk, it results in a copy and then a delete as you would expect, and depending on the implementation, could update the file creation time.