Why does copy-file change date/time when copying between volumes

I am using: GNU Emacs 24.4.1 (x86_64-apple-darwin13.4.0, NS apple-appkit-1265.21) of 2014-10-20 on builder10-9.porkrind.org, on a MacBook Air 13 running OS X Yosemite (10.10.1). If I use the command "dired-do-copy" to copy a file from one place on my hard drive to another, the date/time of the copy is the same as the original. If I copy the same file to a Volume that is a memory stick,the date/time of the copy is not the same as the original. Function "dired-do-copy" relies on "copy-file" (a primitive function written in C). I can try the same copy directly using "copy-file" and verify the same behavior. Why does the date/time for the copy of the original file change when I do the copy between different volumes, yet not change when the copy stays on the same volume?