Where do files ending with a ~ come from?

Sometimes duplicate filenames occur while working on Ubuntu which differ only by a ~ from the original filenames.

I know kate generates backup files and calls them your_file.py.swp. Is this something similar? If yes which program generates them? And why don't they disappear?

If you're using gedit to edit existing files, the default preference is to "Create a backup of files before saving". If you would like to change this default behavior, open gedit, then go up to the Menu bar and select Edit --> Preferences. Click on the Editor Tab, and Uncheck the box under File Saving in order to turn it off.

Another common ~ file creator is emacs - some would argue it's even more popular/common than gedit.

They are back up files , automatically generated as you say. Several applications use this format. Usually .swp files are made when the file is actually open for editing, and any automatic backup saved to file~

touch file

ls | grep file
file

nano -B file 
# make a change to file, save changes

ls | grep file
file
file~

I am not sure about kate, but unless you are using another editor, I presume it is automatic backups (every 10 minutes ? ) from kate.

Kate generates them too. You can turn them off or configure them differently in Settings > Configure Kate > Editor Component > Open/Save > Advanced.