I just noticed that photos taken with Microsoft Office Lens app on my iPhone (taken in Document mode) do not have EXIF data.
If you check the photo with the Metapho app, it shows no EXIF data (above).
If you upload it to Dropbox, there is no EXIF data and the file creation and mod dates are the upload date and time.
If you upload it to Google Photos, Info in Google Photos knows when it was taken (maybe taken from iPhone data?), but if you download it, there is no EXIF data and the file creation and mod dates are the download date and time.
This may not apply to the other modes, but I use the Document mode to save random documents (like Christmas cards and kid’s artwork) all the time.
This may also change in the future, but it might be on purpose to avoid potentially incriminating data in the resulting files.