Actually it does. It's in the metadata.
It's the "player" that adds that information. This is rough on folk new to this stuff so give yourself time to catch up.
The date/time is in the digital video so we can always add it on screen during playback.
But there are folk that insist it be there in exactly the same way the camcorder displays it and will not want to know how it got there. (the camcorder added it to the display from the metadata)