We have found that this is an issue with domain-to-XML mapping when called from a scheduled event. We plan to fix this issue in 2.5.8.
My original issue was fixed in Mx version 184.108.40.206, and I have just checked in the current version (220.127.116.11) and it is still populating the Created Date attribute correctly.
This is creating (recurring task) records from a scheduled event. The only difference to what you are doing seems to be that in my situation, there is no web service involved.