They exist for me in NetBackup ES v5.1 MP6 for Windows, or at least they did until I turned off the processing...

 

The files are created by the "notify" scripts, of which they are several.  At my site we only use the backup_exit_notify script to email upon error for certain clients/policies at certain times, so I inserted an "exit" as the first line in all the other "notify" scripts, as we don't need the output, and it saves on wasted cycles whilst the master is busy during the main backup session/schedule.  DOS is pretty slow as an interpreted language, and seeing as I don't need the output I simply made the script exit.

 

Another view/use might be to modify the "notify" scripts to NOT delete their file before appending multiple lines, and to modify the scripts to write only one line, thus creating an indefinite (until you delete it) log of activity.

The notify scripts still run though even if you don't use them for anything.  For example, the backup_exit_notify script on the master will write it's output into the BACKUP_EXIT_CALLED file by default which is one of the files you seen.