As I said, it is not the phone - the photos inside do not carry information about "Album". The photo format carries "tags", "caption", camera make, resolution, date/time, etc.
You might try to find alternative photo management app with has PC counterpart and can transfer over this information. But you'll be limited to that app on your PC as well, for the same reason - "Album" is not stored inside the photo file.
If you keep your phone in sync with your Google account, albums created in the phone will appear as albums in Google Photos, but again - when copied to the PC, this information is lost.