It doesn't work.
I went further into it; I am using vsftpd 2.0.5.
When I ask FileZilla to preserve date and time of original file, it tells me that this works only with FTP server that have MFMT enabled (hence not MDMT as I was thinking). What's more, I found this bug report, which was rejected
http://trac.filezilla-project.org/ticket/3869, where it's clearly stated that MFMT and not MDMT must be used for timestamp issue.
So now I'm out looking if 2.0.5 supports MFMT and how this is enabled.
Thanks for caring!