Unfortunately, there is a reason. During the Vista timeframe, Microsoft published guidance recommending that game developers use the Documents folder for save games, as part of the push to make games compatible with UAC and non-elevated user accounts.

https://learn.microsoft.com/en-us/windows/win32/dxtecharts/g...

> What this means is that you should not place save games in \Program Files, instead they should go in a sub-folder in \My Documents.