OS dumps are captured to debug if there any issues. Please let us know what version of Studio/Runtime and PNF(Pega Native Foundation) you are using.
If you are using less than PNF version less than 10.1.8.1909 , then this is known issue. You can remove those files if you are not having any issues.
If you dont want the files to be created, you can upgrade to version 10.1.8.1909 or higher. As a workaround you can copy openspan.in file from Runtime/Studio installation folder to PNF installation folder.