Actually, the Modeler avoids automatically cleaning the deployment directory during local deployments if possible. This speeds up the process of running the application, changing something in the model, and running the application again. As we do not always clean the deployment directory during local deployments, the option is also available through a separate menu item.
Check this out: https://forum.mendix.com/questions/8085/How-to-Clean-your-Mendix-Project-Directory-and-save-many-GBs-on-space