I'm not that familiar with a Scala compiler, but if you think about the fact that a Scala function compiles to a class, you can reason out why you see so many class files after compilation. If you are trying to learn Scala, I would first focus on the core language concepts than understanding the Scala compiler.
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Did a rm -R / to find out that I lost my entire Linux installation!
Joe's right: you should probably learn how to write Scala first, so you can understand how it's different from Java. Then you might have a better understanding of why the compiler makes certain choices. Scala doesn't use static methods like Java, but it uses (Singleton) companion objects alongside a class, which provide equivalent abilities (and more) e.g acting as factories. The compiler has to translate this into byte code for the JVM, but the whole point of using a language like Scala is to move beyond the limitations of Java, so why not explore the Scala language rather than the compiler?