If test is invoked with jtreg *without* specifying -retain:<value> then all files are left intact in the original directory. This is an important feature when running locally, and you want to rerun one of the command lines printed by jtreg or the tests.

You can run with:
make test TEST=<...> JTREG="RETAIN=none"

which then pass -retain:none to jtreg, but it doesn't have the same effect as not passing -retain to jtreg. With -retain:none the files are deleted.