This is expected behavior. ArcGIS Online uses the UTC timezone so timestamps used in the ArcGIS API for Python is the same. The graphical user interface (GUI) translates into local time but ArcGIS API for Python does not automatically do this.
Refer to this resource for additional information: https://developers.arcgis.com/rest/services-reference/enterprise/query-feature-service-layer-.htm for further information on querying times on services.