Undo New Folder Permanently Deletes Files

I created a new folder to paste files from an external drive, but accidentally hit Ctrl+Z in explorer view instead of a doc I was editing.  Apparently this permanently deletes all the files that got pasted into the new folder? They are not in recycle bin, and redoing the folder creation does not bring them back.  Not even file recovery software finds the files.  This Microsoft support thread on the issue just hand-waves it as unanticipated use of undo: https://answers.microsoft.com/en-us/windows/forum/all/if-you-undo-the-creation-of-a-folder-what-happens/9e7c088f-729e-4925-9c5f-fdf5496b6fc4