I am told that is because you probably have your Steam Settings to allow cloud synchronization.  Due to some game save issues I believe GC3 doesn't have it turned on at moment till some issues syncing cloud saves got fixed.  What you getting is Steam mindlessly sync the files you delete each time you prepare to load the game.  When the files are deleted on your computer they are not being deleted in the Steams Cloud Storage till GC3 resumes support for that feature ingame.