Date modified is over a month old, so they're no longer being created.
If the program is not running, it won't be creating files -- code doesn't magically run if it is not present on the machine.
What is likely is that you had previously "dumped" all pokemon to your desktop, and OneDrive keeps restoring the files, not knowing you've manually deleted them. It's a OneDrive issue, if it is still occurring. Might need to log out of OneDrive and log in, or use their web interface to delete the cloud's pkm files.