Windows application developers in general have a long track record of disregard for the user’s filesystem and other visible shared resources. Let them modify the user’s start menu and they dump a folder there with their company's brand name there and fill it with crap. Let them populate the Add/Remove Programs list and they’ll fill it with all kinds of incomprehensible stuff (even MS itself is horrible here, polluting it with MSVC Runtime This, and SQL Server That...)
It should be no surprise that developers choose to dump non-documents into the user’s Documents folder.