What are these files (except the .db file) that are running in my config dir?
Today is the first time i see them…
They’re not “running” - programs run, files just exist 
Those are temporary files for SQLite.
Ok thanks, but they are not anymore deleted? Other times i can see only the .db file. Why actually they remains active? What to do to make them deleted?
Did you read the link? The reason for the files is explained in there.
If you delete those files you’ll likely break the database that Home Assistant uses. As a general guide, deleting any file managed by an application is a really bad idea unless you know what you’re doing. If you don’t know what it’s for - leave it alone.
I just asked this because all the other times those 2 files disappeared after starting the homeassistant service. Now this is not happening… so i want to know why.