I think you'll find that at least some of these folders are created each time Windows Live Setup performs its twice-daily version check. You can compare the timestamps on the folders with the log files created at the same time at %localappdata%\Microsoft\WLSetup\Logs.
The product team say (via PM) that the folders are supposed to be deleted when setup is finished, and if they aren't, it might be because AV software has a lock on them. I don't believe that.
So long as they're empty, they can safely be deleted.