Why does the registry store unimportant file locations

When I run something like RegSeeker, to check the registry for junk, I
often find references to files that I deleted, and even some that are
self deleting from the "temp" folder. often named xxxxx.tmp.

Or lets say that I save a picture called tree22.jpg in my folder named
"c:\downloads". Then I move that file to f:\pictures\nature. When I
clean the registry it will say "tree22.jpg can not be found in
"c:\downloads". Or xxxxx.tmp can not be found in c:\windows\temp.

First off, dont windows clean up after a file is deleted or moved?

Secondly, why does windows even put non-executible files in the
registry? Isn't there a way to shut this off? It seems so senseless,
not to mention slowing down the system with an oversized registry.

This is not just Win98, but Win2000 and XP also do it. (I supposed
vista and Win7 do it too, but I have never used those).

I have always wondered if windows stores EVERY file location in the
registry? I have a huge hard drive with thousands of saved downloads,
pictures, text files, etc. Is all of that in the registry? Once again,
this is all stuff that has no reason to be in the registry, only .EXE
files really need it, and probably .DLL and possibly .INI.