In the Intel folder in the root of drive C: there is a Logs folder, with IntelCHPS.log which cannot be deleted.
I hate when programs do it like this, clustering the folder structure. If you want to save logs, use the fucking TEMP folder! Anyway, turns out this IntelCHPS.log file is produced by this bogus Windows service. I don’t know what it does exactly, but it has something to do with enforcing DRM while watching content over HDMI. Turn it off, and now you can delete the folder.