The prefetch folder contains information on programs that are run on your system to basically try to speed their loading, such as the start location of where the program file is on the hard disk.
The tune up utilities is clearing this folder and it will recreate the entries again as you run programs again. It isn't really an issue as there may well be old entries in there and clearing it out now and again isn't really a problem.
However, you should exercise care in using these tuneup/tweaking style programs as it is easy to go to far, some people tweak their systems to within an inch of their lives. The only way they find that level is to kill it and back off an inch, not ideal. Personally I have never used these so called tune up utilities as for most people they will find any difference is minimal.