The files that it creates are two and could be empty, the only important thing is the path, so you can also create directories with those names (in previous HEN implementations every time the exploit is run the two paths below are deleted and recreated with mkdir):
They are folders because it's "easier" (usually one syscall instead of two ^__^) to create a directory than an empty file and you can't have a file and a dir with the same path, but on an inode based filesystem everything is a file.
If you look at Vortex implementation (https://github.com/xvortex/ps4-hen-vtx/blob/master/installer/source/main.c)
the function patch_update at line 113 the two unlink syscalls delete the two files/dirs defined above in the code, followed by the creation of the two directory (mkdir) with the same path.
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