Those programs just "hides" them.
For instance, I had a program that I was trying out for some important info, I didn't like the program, when it was uninstalled and deleted it took my info with it.

I then found a program, that found everything that had been deleted, and supposedly destroyed, I was in shock, but felt good also that I found my info that was deleted by the other program.

Nothing leaves your computer, no matter what a program says it will do.