Probably because IE is so intertwined into the Windows OS itself. So much so that you can never really get ride of it. I'm not sure of all the technicalities of why it creates the temporary files though.
answered Aug 18 '10 at 22:37
If you wish to delete your temporary internet files, you can do so by following these steps:
Hope this helps!
Cheers, Cassandra IE Outreach Team
answered Aug 19 '10 at 11:41