That is very bizzare. The only thing I can think of is this, and it's something I've done from time to time. (See if this makes sense, I don't really know how else to explain it.)
I highlight all the files in a folder. Then, meaning to right-click to bring up the context menu, I accidentally move the mouse ever-so-slightly, which then makes it copy all the files into the same directory.
It seems unlikely that you'd keep doing that every time, but that's the only time I've ever come across something similar.