A lot of games store save files in appdata. That’s the only thing I (not op) can think of, and one I regularly find annoying (if only slightly).

Yeah I suppose that's the only example I can think of, I noticed a comment later mentioning that that is where minecraft saves things, although I'm not sure I'd want those in with my documents either. They probably should live some place that the user has access to, so I guess that leaves app data or documents, neither feels like a great choice.