What is the purpose of these cached files?
They are used by the Unity feature.
Should they be "rolled in to each VM"... somehow?
No, they are already a part of the VM and are located exactly where they're supposed to be, inside the folder that contains the files that comprise the VM.
Are they necessary?
Yes, and generally speaking they wouldn't be there if not.
Should they be deleted each time a VM is tidily closed?
No because they'd just be regenerated anyway.
I'm asking as I need to know if I have to "mange" these 'appData' Folders.
No, you shouldn't have to.