On export or Publish to DWGs Vectorworks creates folders for each DWG file, because except the DWGs Vectorworks also creates accompanying files for hatches, referenced viewports, images, line types, plot styles. And in most cases these files have same names, so if there are no folders for each DWG, all these files will be overwritten and the result might not look good. That is why these folders are created.
When DWG export options are set to (as on the image):
not create referenced viewports in separate files;
not create hatch pattern files;
not create images and image files;
not create real line types;
not create plot style files,
then automatically on export to DWG folders will not be created. On Publish you will have only a folder for the document (folder, named after the VW document name). This additional folder is used to separate the sheet layers or saved views with same names from the different documents (and as a matter of fact, in case sheet layer names are same for two published document, currently PDFs and Image files will be overwritten, which is not correct, so we should actually add a folder for the different documents for the PDFs and Image files too).