It is worth a try to purge your Steam Cloud, since all those files are backed up by it. So if you're just deleting the files before starting the game, then it's just restoring them through cloud.

  • You can disable the Steam Cloud, delete the files and launch the game to see if it works.
  • Or if you wish to purge the Steam Cloud then simply launch the game and then delete everything while it's running. When you quit the game your Steam Cloud will be purged.