Ansible is a desired state configuration tool, so it ensures a certain state.
When using the agent role, it passes on a folder to the host module when the host is added to Checkmk. As it needs a folder to put the host in, this is not optional.
What you can do is this: Run the agent role only with the variable checkmk_agent_add_host: true once and set the variable to false for all subsequent runs. That way the role will not touch the host object in Checkmk anymore.
Or manage the folder with Checkmk entirely. Your choice. 