I've seen Premiere Pro do this while rendering an mp4 file. It temporarily creates 3 files, then they all get merged at the end when the export is complete.
Now (in both version 2025 and 2025.1) the 3 files don't get merged at the end, they just stay like they are in the screenshot attached. This is after Premiere has finished exporting and the dialogue box has been gone for over a few mins.
I'm using an RTX 4080 super with latest driver, i9 14900k, 120gb DDR5 ram, and a Samsung T7 SSD.