We've received a couple of questions regarding this lately, so I wanted to put together a quick informational post regarding this issue. These data sets contain SYSOUT from batch jobs, and (depending on your situation) may go back for a year or more.
To address the concern directly:
These are job logs, and if the User Interface is accessible by the customer (either the Java UI or Enterprise Control Center/AWI), there should be an option under the z/OS tab of the Job Object to keep the job reports only on the database. These should not be created if File is not selected on this tab.
If you have no need for auditing, these files may be removed.