Strictly, Kobo never creates collections. You created these in the past and then synced to the server and now they are syncing back. But, Kobo doesn't sync information about sideloaded books, so it cannot put books back in the collection.
But, the driver can do all the collection management. Selecting the option to delete empty collections will delete hem the next time you connect the device. And a sync afterwards will remove them from the Kobo server.
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