Directory.GetFiles finds nonexisting files

These are reserved words by MSDOS/NTFS.

From Wikipedia:

In addition, in Windows and DOS utilities, some words might also be reserved and can not be used as filenames. For example, DOS device files:

CON, PRN, AUX, CLOCK$, NUL
COM0, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9
LPT0, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, and LPT9.

Systems that have these restrictions cause incompatibilities with some other filesystems. For example, Windows will fail to handle, or raise error reports for, these legal UNIX filenames: aux.c, q"uote"s.txt, or NUL.txt.

NTFS filenames that are used internally include:

$Mft, $MftMirr, $LogFile, $Volume, $AttrDef, $Bitmap, $Boot, $BadClus, $Secure,
$Upcase, $Extend, $Quota, $ObjId and $Reparse

This is known. It is an operating system design regarding Naming Files, Paths, and Namespaces (Windows)

Excerpt:

Do not use the following reserved names for the name of a file: CON, PRN, AUX, NUL, COM1, COM2, COM3, COM4, COM5, COM6, COM7, COM8, COM9, LPT1, LPT2, LPT3, LPT4, LPT5, LPT6, LPT7, LPT8, and LPT9. Also avoid these names followed immediately by an extension; for example, NUL.txt is not recommended. For more information, see Namespaces.

These are basically filename aliases (namespaces), so they always exist globally (in every folder). If you attempt to enumerate them, you'll get them back because they do exist.