This is a regular occurrence in several Azure Blob Storage tools (AZCopy, Data Factory, some Spark jobs, etc.). It stems from the fact that directories/folders don’t actually exist in Blob Storage, but are part of a naming convention. As a result, some of these tools create 0 byte artifacts as part of their process to represent those paths. Some tools do a better job than others of cleaning up after themselves, but there really is no way to prevent their generation. Once the operation is complete, you may delete them without consequence.
This is just a guess on my part, but one thing that may help would be using Data Lake Storage instead of traditional Blob Storage.
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