Creation time is only reported by SFTP servers which use SFTP v4 and later. However, the majority of SSH/SFTP servers in use only support SFTP v3 (the most notable example is OpenSSH, whose developers don't have any plans to support it).
To check whether your server supports SFTP v4, use
Please note that
SftpItem.Created property is obsolete and has been replaced with
SftpItem.CreationTime property, which (unlike
SftpItem.Created) returns nullable
DateTime, making it possible to easily detect 'not available' results (unlike
SftpItem.Created, which uses zero Unix time - "01/01/1970 00:00:00" - to indicate the same).