What are the .AAE files next to my iPhone photos?

They're the edit instructions. The iPhone keeps your original photo and stores crops, filters and markup as a small text file beside it, the .AAE. Windows can't read them. What you need to check is whether the JPGs you copied look edited or original. If they look edited, delete the AAE files, nothing lost. If they came over as the originals, change Settings > Photos > Transfer to Mac or PC from Keep Originals to Automatic and copy again. Your edits are still intact on the phone either way.