This is the behavior of the `movemail' program which RMAIL uses. This indicates that movemail is configured to use lock files.
Certain systems require lock files to interlock access to mail files. On these systems, movemail must write lock files, or you risk losing mail. You simply must arrange to let movemail write them.
Other systems use the flock system call to interlock access. On these systems, you should configure movemail to use flock.