It’s not Google Play, I’m pretty sure about that. I’ve uninstalled and reinstalled Magic Dosbox countless times through the Play Store, and this has never happened, not even once. Google Play leaves folders outside /Android/data intact, that’s why I go through my sd card’s file structure regularly to remove leftovers of uninstalled apps.
The only thing that might make a difference is Marshmallow. My Note 4 is still on Lollipop (5.1.1). But the Google Play app is the same, so I doubt this makes a difference.
Just imagine the consequences if it were otherwise: you uninstall a camera app, and all your photos are deleted? You uninstall your music player, and all your mp3 files are destroyed? No way such a behaviour would pass through any QA process.
So I still believe it’s a Clean Master. It’s useless, its only purpose is to collect user data, and it’s from Cheetah Mobile – this company is evil to the bone anyway. :-p