I have seen this before, but I'm not sure of the cause. I'd definitely open up a case with support, to make sure it is at least logged. I'd be interested in seeing what the fix is, and if this is a serious issue.
Of course you could always manually delete the files, but I don't recommend it.
What version of the product are they using? My understanding is that "cleanup" utilities were broken (or dangerous to use) in 6.1 and 6.2 versions of the product.