Why does Windows create fragmented files by default?

This is wierd. My external drive got lots of free space and is completely defragmented:



Now, I'm backing up my VMware virtual machines, by copying the VMware files to the external drive. These are a bunch of 2GB files which should fit without any problem in the free space of the drive. But for some reason, these files get fragmented:



And it's not just two three fragments, it's 10.000+ fragments!



Why?