If you have the delete original checkbox option enabled for the monitor location and if the source directory has no other files, MCEBuddy will automatically delete the source folder (and it’s parent also if empty) when it deletes the original recording.
I think it has to do with leftover XML files that I generate from Schedule Direct. It doesn’t do it for most of the files so MCEBuddy is doing its job. It is not really that important to investigate further.