Files are stored to temporary directory only when you use drag&drop to copy files and you have not installed drag&drop shell extension. If you want to prevent this behaviour, use other mean of copying files, such as hot key or menu or install the extension.
If you still want to use drag&drop and do not want or cannot install the extension, you may at least change location of temporary directory in preferences.
You may learn more about the drag&drop shell extension.
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