How are you installing them? I believe you can use something like Gear Lever to quickly “install” AppImage files. AppImages are standalone applications, kind of like flatpaks, but using Gear Lever you can integrate them into your distro’s app menu as if it were an installed application.

If you use AppImageLauncher it’ll delete the file after you open it and press “Integrate and run”. They’ll be moved to ~/Applications/

Most AppImage files are full compiled applications on their own, no need to “install” anything. Just run them directly to start the application.

You may need to expand in your post what it is you’re doing exactly? Or maybe you downloaded the one Appimage that is an installer for something and it is designed to remove itself after installation? Doubt that is what is happening but can’t entirely rule it out.

don’t rm them and this should stop happening.

I know how to fix that