Windows deleting folders automatically?

[Windows Central Question]

I have this habit of writing down quick notes on my desktop on an empty folder kind of to use as a sticky note.

I noticed all my folders got deleted somehow this morning...
Does anyone know how I can recover the folders and why they disappeared all of a sudden?

I already tried Recuva and I don't have system restore set up so that's not an option. I've been searching around for some answers but apparently Windows update can cause some files to be deleted/disappear?