Where is "System Volume Information" folder coming from on my SD-Card?

Question

I just wanted to export some pictures from my SD-Card for the first time after moving from w10 to linux.

Whilst doing so, i however found the folder "System Volume Information" with the two files "WPSettings.dat" and "InderxerVolumeGuid".

Now, after researching where these files might be coming from, i booted into w10 once again -where i could't see said folder at all-, and checked following steps (which, to my surprise, all came out negative):

1. I wanted to see if windows indexed that drive, however there was no option to uncheck any checkmark for "Allow files to have contents indexed", since no such option appereared under "general".

2. Then i checked w10 for indexing points, just to make sure. However my external drive (SD) was not listed there either.

3. Then i wanted to tell w10, not to create restore points on said drive. However, there the drive was also not indexed for use with system protection.

4. Lastly, i checked if the drive was within the shadowstorage list with vssadmin list shadowstorage. However, the drive also was nowhere to be found there.

Then i, just to make sure, as some guides recommended this step, i scanned the SSD with Malwarebytes and Kaspersky. It came out clean.

Now, where does this "System Volume Information" folder come from? In w10 i can't make it "viewable", and i only see it with linux.

Can i delete it? Could this deletion, or the folder in and of itself already, be a potential security risk?