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There is a setting called "compactFolders", which is enabled by default, if you create the folders and leave them empty this will occur.
To deactivate, you need to activate the Settings. This can be done using the shortcut keys + <,> or by clicking the Manage button (the gear that appears at the bottom of the screen, on the left side, on the bar where the Files and Extensions buttons are.
When opening the Settings screen, in the search bar, type "compactFolders". In the list that will appear below, just disable this option