I see what you mean...
It is started by a process named DCEXEC.EXE which controls the Data Collector collection sets.
DCEXEC is invoked by a SQL Agent job generated automatically by the Data Collector configuration.
I could change the jobs directly, but it wouldn't reflect the changes in the Data Collector configuration and it would be overwritten by changes in the Data Collector config window.
-- Gianluca Sartori