When you are installing new programs on your computer, and at that instance you have already connected the external HDD, some of the installers create a temporary folder on the external drive to expand the setup files before the installation is started. This is normal practice. This happens sometimes with windows and software updates also.
But all good installers delete these folders after the installation is completed. If by any chance you remove the external HDD before the setup is completed, then these folders are left out in your external HDD.
If your installed programs or updates complete successfully, then you can manually delete them from the external drive after rebooting the system once.