Usually, directories to store pid's or similar are created by the startup scripts of the services. (See this question)
However, I just noticed that these directories are still re-created after a reboot when I disable the services. This happened for all the services I tried.
root@sonorus:~# systemctl status openvpn
● openvpn.service - OpenVPN service
Loaded: loaded (/lib/systemd/system/openvpn.service; disabled)
Active: inactive (dead)
root@sonorus:~# systemctl status ejabberd
● ejabberd.service - A distributed, fault-tolerant Jabber/XMPP server
Loaded: loaded (/lib/systemd/system/ejabberd.service; disabled)
Active: inactive (dead)
Docs: https://www.process-one.net/en/ejabberd/docs/
Which service is actually creating these directories?