I'm sure I filed a bug about this before, can't find it.
When creating a HDR from TIFF images residing in the same folder as Tools > Preferences > Tone Mapping > Temporary Working Folder, they get deleted when using align_image_stack. I didn't even use tone mapping, just created the HDR.
Tested with that option set to /home/user/programs and /tmp and i copied the TIFF files to each of those places.
When the TIFF images are elsewhere, they do not get deleted.
Under no circumstance should LHDR delete files!