Oh so yes.

Or, for that matter, games that refuse to be put to the background. Even while in Windowed mode.

LOL! "What are you doing"
*quick Alt-Tab*
"Still working on the taxes..."

*dun dun DUN DUN DUN dun dun battle music battle music, horses hooves and horses hooves*

My tax software actually does this. It helps, I think.

NT 3.51 in 1995 did support the %UserProfile% folder. Win2K also did, in 2000. Windows XP in 2003 was built on NT, and it also had that folder. We needed to get Windows Vista with UAC in 2007 for people to start complaining about files being saved in the program's folder instead of %UserProfile%.
And let's not discuss how long the %UserProfile% folder existed in Unix or Mac.

I'm pretty old-school (or backwards?) in that regard. I like neither My Documents nor the AppData folder for save game files, I don't care what advantages anyone sees in putting them there; I really appreciate a simple SAVES folder in the game's very own directory so I don't have to guess where to find them. The Saved Games folder in My Documents would be okay, too, I guess, if all game developers would use it in a consistent way, but hardly anyone does. As for My Documents, that folder contains anything but *my* documents these days, which is kind of ironic, but also quite annoying, yes.

While you personally might prefer that, it isn't really sensible for an environment where the person running the game might not have write-rights to the game's installation folder.

And on a similar note, though off-topic - why the flying fuck does any game released in the last ten years require running with admin rights? (Looking at you, Star Wars: The Old Republic.)

I approve of this tactic. Also, this post.