It seems to me that what's getting deleted is your backups.
Scrivener can be configured to create backups on project close or open or both. And it can be configured to keep a certain number of backups, meaning, once you've reached that number, it will start deleting backups, and, as it seems, do this on project close.
See this article from Scrivener's creators on backups.
It's the checkboxes "Backup on project close/open" and "Retain backup files" followed by a number dropdown that you're interested in. From your screenshots, I think it's set to "5"...
Also, check out "Backup location." You shouldn't use the same folder as the one where you keep your projects or they could possibly get overwritten.
To be extra confusing, Scrivener can also be configured to take a backup every time ctrl-S is pressed (a.k.a. manual save). See the "Backup with each manual save"-checkbox.
Update: Worth noting from your question and my answer is that you may not know where your Scrivener files really are stored. Use this article to try and locate the file.
Yes, the backups are good, but they aren't the actual Scrivener file (which, on a Windows machine should be a folder with a name ending in ".scriv", like "My Project.scriv"—yes, I know, confusing...)
This is the folder you need to make backups of and take care of. If you're spending months and years on your projects you should also keep a copy in the cloud or offsite. (See the above article on making backups, especially the "3-2-1" rule.)
For example, if you find a change you did a month ago and you don't like it and want to see what you had before the change (but you didn't remember to take a snapshot before the change, because who remembers that?) five or even 25 backups may not be enough... you should do more backing up than just automatic Scrivener backups.