Consisting of an actuator, platter, spindle, actuator arm, and read/write head (among other parts), hard drives work by storing and seeking out information on a rotating disk. Hard disk drives fragment data because they are random by nature.
There’s no reason to worry when this happens – defragging your hard drive is a simple fix.
Unless you’re using an SSD, your system will eventually suffer from performance loss when the data stored on your hard drive becomes fragmented.