HEIC, not JPEG
iPhones save in HEIC unless told otherwise. It is a modern container format that stores the metadata as numbered items rather than as a simple block, which is why many older tools quietly fail to read or strip it. This page reads HEIC properly.
What is in there
GPS latitude, longitude and altitude; the exact capture time including time zone; the camera make and model; which of the several rear lenses was used; the iOS version; and a unique image identifier. Portrait and Live Photos add depth information and a short video segment alongside.
Sharing from the Photos app
iOS lets you remove location at the point of sharing, under the options at the top of the share sheet. It works, but it is per-share, it defaults back, and it only covers location — not the device details or timestamps. It also does nothing if you send the file some other way.
Converting to JPEG is not cleaning
Most converters copy the EXIF block across to preserve the capture information. You end up with the same metadata in a different container. Check the output rather than assuming the conversion dropped anything.