This could be your Library but eventually you will see thumbnails of the images on your iPhone. It may take a while predominantly photos that had been paying Apple for iCloud storage.
However, you can avoid this behavior and preserve the original image file format, resolution, and other parameters when exporting images from Photos to the Finder. In the Photos app on your Mac, select videos you want to export. For example, if you export videos from several different days, you can have Photos export each day as a subfolder named after the day.
