Goodness the file save dialog(s) on Windows - it makes it so hard to save a file into my personal space. It's unintuitive and you need to click through, I think a couple of dialog boxes before you get to 'Your Documents'.
Many other programs do still open the standard file dialog directly, but even there, the local drive amd directory hierarchy is hidden behind a folded "This Computer" node in the tree view that is itself below the fold most of the time.
The median Office user is using it at work and your employer doesn’t want you saving documents in places you will lose them.
Ditto for universities and schools that provide 365.