I dunno about Windows Explorer, but macOS’ finder seems to hash completed transfers over SMB (this must be something it can trigger the receiver to do in SMB itself, it doesn’t seem slow enough for the sender to be doing it on a remote file) and remove transferred files that don’t pass the check.

I could see that or other safety checks making one program slower than another that doesn’t bother. Or that sort of thing being an opportunity for a poor implementation that slows everything down a bunch.