OneDrive is storing files that don’t even exist – How do I turn it off?

I just noticed today that OneDrive seems to be creating files(!) based on screenshots from my Windows laptop clipboard. These are files that don’t even exist. They’re just temporary images that I never saved anywhere. Yet, OneDrive seems to be automatically saving these temporary images as files on OneDrive. I just spent the last few minutes deleting these files that never existed in the first place. I don’t want to be doing this again.

How do I turn off this annoying and privacy violating ‘feature’?