Backup sets show differently than B2D location

I am looking at a Storage Group where I have several Servers writing jobs to.

When I look at the backup sets for this Storage Group, I see 25 "backup sets" that were created in May . But, when I go to Windows Explorer, I see 43 .bkf files with the month of May..Why is there a mismatch?

And...when I delete all the backup sets in the Storage Group, as expected...there remains 15 .bkf files.

Problem

Why is there a mismatch between the 2 locations?

And...is it safe to manually delete the .bkf files via Windows. (I also have many .bkf file for Mar and Apr although the most current backup set as seen in B. Exec is now June.