An update for Final Fantasy 9 was released on Steam today, and users reported that the game files have been removed from the PC.
According to having various Steam users Final fantasy 9The latest patch actually removes everything except the launcher.
If you look at SteamDB, you can see a list of files deleted with the patch.
But don't worry, Square seems to be updating the game again, and the most recent one was completed 40 minutes ago.
It is recommended that you do not launch the game until the problem is resolved.
Just thought it was a hint.