I apologize for the delay in answering your question, I will be glad to explain more about how HubSpot File Manager feature works.
Every file uploaded in HubSpot (chat/form attachments ) will be uploaded to our File Manager. Once uploaded, your images, fonts, audio files, PDFs, and other files will be hosted on HubSpot's content delivery network servers.
This would be an expected behavior in how the tool works.
As a recommendation for this case would be organizing your files in Folders separating these Chat attachments so they won't be mixed with other important files in the File Manager.
I will be sending two articles with more information on how to organize your files: