This is from the MS Knowledge base site Dave:
This behavior is by design of the Setup program. The Setup program creates Mscreate.dir (a 0-byte hidden file) in each folder that Setup creates to indicate that the folder was created by Setup. When you run Setup in maintenance mode and remove a component or click Remove All, Setup uses this file to determine whether an empty folder can be removed. If an empty folder does not contain this file, when you run Setup in maintenance mode, Setup will not remove this folder.
For example, if you create the folder My Files in the Microsoft Office folder, when you run Microsoft Office Setup in maintenance mode and click Remove All, the My Files folder is not removed by Setup, even if it is empty when you run Setup.
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My interpretation of this is that they are there to allow all the folders to be removed if you unistall a program.
If the folder being removed doesnt have that file in then it wont be removed when unistalling the program that created that particular folder and that mscreate file.
As they are 0 byte files I would just leave them anyway in case you want to unistall fully any programs that created them on installation