Deleting the sample wordlists will cause Windows Installer to pop up the next time Stackz is launched.
Of course, not deleting them won't cause any problems, but I assume that a lot of users will delete them on instinct before running the main executable.
I was unable to reproduce this behavior.
What steps have you taken exactly? What Stackz and OS version are you using? Trial or registered version?
Edit: I have noticed that the installer pops up to re-install the demo files if Stackz is launched from the start menu. I will investigate this further, but with a low priority since there is an easy workaround: don't delete the sample files.