I just keep letting it create these empty folders.
 
Any guesses as to why I get it all the time?

What are you doing when you get this message?

Per project audio folder for projects with no real audio?

Yea, but I only got it 1 time.  If it persists I'd put in a problem report.
 
@

I get the message when importing and exporting audio where such a folder does not already exist.

I figured it out!!
 
My Global Audio Folder in Preferences > File > Audio Data had been changed to P by mistake. That was causing it to want to create this folder all over the place.

please update the subject of the initial post.

Thanks for reminding me, Scook.

Wow - fat fingers strike again.  I am usually quite fearful of hitting some accidental key combination while in a project, and having some bizarre consequences as a result, ant possibly not noticing that something got altered in some way, with me then saving the project with the weird and unknown stuff then becoming a part of the project.
 
Bob Bone
 

I think in this case I hit P to open Preferences. How I got to this screen, I'm not exactly sure, but I probably hit P more than once and just typed over it unknowingly. Took a month to happen onto it. In the meant time, every folder I imported tracks from or exported into now has a P folder created in it. Haha.