Honestly this practice comes down to Windows never standardizing a location for user generated files related to a program. We might finally be there with appdata but even that is poorly standardized (what goes into ~/appdata/roaming/ vs ~/appdata/local/ etc.) and most backup software ignores despite game saves being very important. My Saved Games still exists but it's more surprising when a game actually uses it than anything. And of course really old software would just store the saves right next to the install files, therefore requiring the program to have admin access, and running everything as admin is always a great idea.