Been a while since I had a VM but iirc it was pretty easy to have a shared directory to the VM, which is very useful to (obviously) share files but it also means that since the files aren't actually on the VM itself they'll still be there even if you remove the VM since they're not part of the image.
How I learned my lesson to have a shared directory was this: I had been having audio issues on the VM and at one point just decided to start over with a new VM, completely forgetting that the files I had been working on for a project were part of the VM and would be gone.
same reason why people buy games even though they can pirate them to get them for free