I use and upgrade IntelliJ fine. Install Jetbrains Toolbox and everything is installed in your home dir. What kind of locations are you having troubles with?
A few months ago I installed Rider (an IntelliJ-based IDE) on my Mac without toolbox, and upgrading it was a pain. I don't remember the details, but using JetBrains toolbox makes upgrading as simple as clicking a button and waiting until the download / install is complete.