The little file that you can't open is probably the resource fork of a Mac file. I could be wrong. (Macs store files in two parts - data and resource forks).
The metadata you're losing is probably metadata embedded within the JPEG data, i.e. within the data fork. The format is fairly open-ended so it's hard to say what you're losing - particularly not knowing where the image came from. However I do know that some cameras will store the date along with the picture.