Some of the files that get made are very temporary (e.g. the .parlocs
file and the .log
file), others get used for subsequent runs. For example the .delayed
file tells XeTeX where cutouts for drop-caps and figures in a cutout go, and since moving a cutout moves the text that follows, it can take multiple runs to re-create it, so deleting those files can be really detrimental.
They could be made to go somewhere else, I suppose, but I at least find it very confusing when all the relevant files are not in the same directory as the main .tex
file.