This is expected behavior as it can carry only few metadata with file while open in File Explorer like “Name”, “Date Modified” , “Size” ,”Modified By” other Custom column which is not supported by Files will not be carry over to the destination Library.
here is Microsoft reference
if you want to move the document from One Library to another Library with Metadata intact you should use below steps:
Go to http://SharepointSiteURL/_layouts/sitemanager.aspx
Click on the library from which you would like to move the doucments and this should provide you the list of the all documents
Select all/documents you would like to move
From the menu, under “Actions” there is option to Move/Copy.
Select the destination doucment Lib
you can follow this link for more detail answer