An rdl.data file will be created each time when the report is viewed with different input parameters. The data file caches the data so running the report again in the IDE with no changes to the parameter data will render quickly.
To stop the creation the data files, do the following:
For example: Visual Studio 2015
C:\Program Files (x86)\Microsoft Visual Studio 14.0\Common7\IDE\PrivateAssemblies
Change the CacheDataForPreview key in the RSReportDesigner.config file from true to false
Here is an update to date (as of today) chart of Visual Studio versions: