File permissions are not preserved on Windows by unpack of the tar.gz

Upon unpacking tar.gz assembly, the file permissions are not taken from the tarball. Instead, all files get "rwx-----".
When I unpack the same tarball using tar utility from cygwin, all files get proper permissions. The same permissions I can see in Windows under file properties, "Security" tab. It is modeled by adding some special users, representing the group and everybody else.
Not sure whether this should be qualified as a bug, but it certainly looks like one when I use cygwin.