Grabbing still on the Color page also grabs the grade data so those grades can be applied to other clips. The still is the reference frame the grade comes from so Resolve will always create the .drx files as they are the main point of the stills. How hard is it to sort by file extension and delete them?
Ripple delete is the easy way to delete files and ripple close the gaps in one action. There are a few ways to work out when and how to ripple. It’s the default action on the Cut page but can also be done on the edit page if you have the right mode selected or you use the keyboard delete key as opposed to the backspace.