When creating a copy of a raster dataset with a world file in Windows Explorer or with another software than ArcGIS, the coordinate system is not automatically assigned to the new raster when opened in ArcMap or ArcGIS Pro, as it is not part of the world file. It would be helpful, if the EPSG code was included in the file, in order to enable ArcMap / ArcGIS Pro to not only read the coordinates from the file, but also the coordinate system to interprete them and thus, automatically assign the complete georeferencing information onto the copied raster dataset.