Because of your post I checked the Browser View mode and detected that UltraEdit v13.10a+1 on Windows XP SP2 32-bit x86 does not delete the temporary file created for the browser view when following steps are executed:
1) Open a HTML file.
2) Click on Window - Duplicate Window.
3) Click on View - Toggle Browser View.
4) Close the HTML file with Ctrl+F4 or UltraEdit with Alt+F4.
It deletes the temporary file when the source file itself is viewed with the browser view. It also deletes the temporary file when Toggle Browser View is used on the source window of the HTML file (:1 at the end in window title) instead of the duplicate window (:2 at the end in window title) and source editing is done on the duplicate window. This is a bug which I will report to IDM per email what you should do too.
In the meantime use the browser view always on first window of a source file and not on the duplicate window or close the duplicate window (window not file!) before exiting UltraEdit or closing the file. Also disable the browser view mode applied to the duplicate window before closing the file or UltraEdit deletes the temporary file.
So the problem exists only when the bowser view is currently enabled for the duplicate window of the source file when closing the source file or UltraEdit. Avoid this situation until IDM releases a version where this problem is fixed.