I just go straight to the iPhone link that shows up on File Explorer when I plug in the phone. It should show up on the "This PC" list. I don't bother with the Win10 Photo app.
When you see the link for the phone, right-click and the "Import Photos and Videos" link shows up on the menu. If your iPhone comes up on AutoPlay, the File Explorer option should be available there as well.
When the import window pops up, click on "More Options" and there you will find the folder creating options. They can be grouped by name, date imported, date taken, and other combinations. This is also where you can change the AutoPlay options.
I've also used the photo transfer utilities from Canon and Nikon to transfer images from my DSLR. The applications are free for anyone to download and use, and they will read the iPhone directories and also create individually dated folders. But, I don't remember if they have issues with reading all the subdirectories within the iPhone's DCIM directory.
On our Mac, I don't bother with Apple's Photos app. I do all of the transfers using Nikon NX-Studio application. Rather than importing as individual photo files, Apple's Photos app not only dumps everything into a single directory, but all the photos populate a single monolithic file. If you want individual photo files, you have to export them out of the Photos app. It seems that Microsoft has mimicked that approach with the Windows Photos app.