Some imports create files, some don't. why?

I've noticed that, when I import a step file, some times the file will create all of the assembly and part files.  These all look to be 40kB files and empty until I do a SaveAll.  Other times, I can import files and have no files created until I actively save.  So what's going on here?  Why the difference?  How do I get SolidWorks to never create these files?

Thanks in advance.

SolidworksImport export