This sounds like you may be using GoG Galaxy, which keeps syncing your save folder with its cloud.
You can go to the button to right of Play, Manage Installation, Configure, turn off Sync local saves with GOG Galaxy Cloud.
Unless you like backups of your saves for later game installations (after uninstalling), or use the game on multiple machines and like them synced, there is no reason to leave it on.

Thanks for advice, I do use GOGgalaxy and I think having backup saves may be usefull, but it seem counterintuitive to be able to add files to the cloud when I am playing but not to remove from it when I myself delete characters or saves. Does it work as intended and I am wrong for thinking its kind of dumb? I mean its cool not loosing saves if I loose my hd, but not being able to loose saves I will never need again does not look very advantageous.

I will have to think about what I prefere but I probably will disconect game from cloud....

Edit: dumb question - how to delete old saves from the cloud?