Files in /run will be (re)created (and removed) at runtime if/when needed by programs that need them. They pose no problems and don't persist between reboots.
I'd say a good rule of thumb for a beginner is not to touch anything outside of their own home directory. Modifying or deleting files in other locations is an easy way to break your system.
It's about data harvesting and selling not safety or any other mentioned.
Have an idea which might solve this.