So, as Albe posted pg_archivecleanup is only cleaning up the WAL files, not the auxiliary files. The WAL files would be the ones with no extension and a size of 16 MB(unless someone changed the compile settings).
Okay, thank you both for the explanation! I'm glad to hear that it's not a misconfiguration on our side. I guess we should just make sure we remove older *.backup files by some other means, because thousands of 16MB files add up eventually. We had more than 30k of them!
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