Programmed that way by design.
TreeShare will recreate that folder if it is moved or deleted.
This persistence in that Ancestry Media downloaded to that specific folder named the same as the Ancestry tree/RM database is how TreeShare can readily keep track of the Media files between the RM database and the online database.
Although annoying to some degree, I understand this is the simplest programming solution. As such it might be near impossible for developers to know how any one individual might have a folder tree set up for Media.