There is a wire protocol command in the standard SFTP spec "SSH2_FXP_SETSTAT", which has an option for setting a HFS/zFS file's last-accessed and last-modified times.
Some clients will use this command after a "put" to set the uploaded files times to the local file's times.
There is not an equivalent IBM FTP command for doing this, which is why the CHCMD exit uses the command "SFTP-xxxxx". If you have IBM FTP exits, you will need to either ignore the handful of "SFTP-xxxxx" commands (RC=0), or add code to handle them.
BTW: These should all be documented in the Co:Z SFTP exits guide, but I notice that we have omitted the SFTP-ACMODTIME command from our exits documentation - we will fix that. Thanks for reporting this.