Marshall
This is caused when you import data into a project that requires somewhere to store its results before you have saved the project - i.e. if you import files like DWG, DXF, LandXML we store the files in the Project Folder. If you import a PDF Page and Georeference it we store the PDF source in the Project Folder and then if you are tiling we store the Tiled Images in the Image Tile Folders. If you import a LAS point cloud file, we create a database for the point cloud data and read it into the database file. If you import a drafting template that includes logos, the logo gets copied to a project folder - so we have to create an Unnamed Folder initially if you have not pressed Save so that we can hold the data in the normal way so that the project can find the source data. When you press Save, it asks for a project Name and it then renames the unnamed file to the name given and saves everything there from there onwards. However if after doing all that work, you decide you don't need the test project, then it does get left behind as an unnamed Project folder and as you say you wont have an unnamed project that goes with it because you never actually saved the project - you just closed it without saving - so it does not get created.
On that basis you can delete all folders that say Unnamed(xx) without fear of losing a project inadvertently. I don't think that anything specifically has changed here from a prior release as TBC has always done this as far as I know. If you think that something has changed, please let me know what that is.
If you just open a project and create a few points and lines and a surface or corridor then nothing is written to a project folder unless you write out a file or a report that needs to be saved in a default location - in which case the unnamed folder will be created as it needs somewhere to place the exported / reported data, but if you browse to e.g. Desktop or somewhere like desktop to save a file then again it doesn't need the Project Folder so wont create it.
This is my understanding of how this all works
Alan