Cannot delete folder even after closing file

Created by: SumatraPeter

If I open one or more PDFs, I can then close them, not exit Sumatra and still successfully delete the PDFs. However, if I do the same (open PDFs, close PDFs, not exit Sumatra), I am unable to delete the folder in which the PDFs reside. Windows throws a "Folder in use" error in this case.

Why can I delete closed PDFs without exiting Sumatra, but not the folder as a whole until I exit the program?

[Tested with Sumatra 3.1.1 on Windows 10 32-bit.]