I won't speak for the file managers in particular, but on linux it is common practice for cached data to be stored in dot files like ~/.cache/ even if the original data is on a different encrypted mount. It is a pretty deeply engrained practice that can easily leak secrets if you aren't careful. Another example of how security is hard to bolt on after the fact.

One example I've seen was that if you filled out a form in Okular, it would store the form data in a dot file in your home directory rather than in the original PDF or a file adjacent to the PDF. Not sure if that was ever fixed.