This comes up a lot.
Short version: Deleting a file (or files) does not immediately reclaim the space they used.
This is especially true if you're using Time Machine. Time Machine keeps 'snapshots' of your system for easy recovery. The most recent snapshots are kept on the same disk for speed (on the basis you're more likely to want to recover a file you deleted an hour ago than you are 6 months ago), but are moved to external storage over time (if you have an external disk configured for Time Machine backups).
As such, while you delete the 'live' copy of a file, it still exists in the snapshots for some period of time.
Guess where the snapshots are reported? Right! under 'System Data'.
The long and the short of it is that the files are still on disk (think of them as 'hidden') and will eventually age out and get deleted (this can take hours to days, depending on your setup).
If the OS needs the space, then it will delete the old snapshots and caches to make room, so it's not really affecting the operation of the system, but it is a little opaque.
If it really bothers you and you want to see more space/less 'System Data', open Disk Utility.app and go View -> Show APFS Snapshots.
You'll see a list of the snapshots that are still on your local drive, and can delete them from here if you're really sure you don't need them:
