When I create new Project but won’t save it and then close it Cubase deletes that folder from my disk . How to prevent that?
The only way is to first create the folder yourself using “file explorer” outside of Cubase. But, if you want to keep the folder, I wonder why you don’t save the project CPR? That’s standard workflow for me… as soon as the project opens in a newly created folder, the first thing I do is to save the project (usually the same name as the folder).
Regards 
Yes, I don’t save .cpr. The issue is that Cubase removes folder that was created outside. Not by Cubase.
I apologize… you are right. Cubase does delete the empty folder in both situations. A folder created outside of Cubase or in Cubase using the project wizard. Sorry, I don’t know how to stop that from happening. Luckily for me, I don’t need to worry about it because of my workflow.
Maybe someone else will chime in to assist.
Regards
Thank you for confirming this.