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Decent Windows uninstallers have a checkbox for that. Often disabled by default.

It's not universal, but at least it's possible. Not having to hunt down random directories (or buying a program to do it for you) also has advantages to user control.

Counterpoint: explain to me how to make two different versions of an app cohabit. I found out about homebrew, so it isn't as much as an issue as it used to be, but in the 2000s, it was impossible to maintain two versions of RoR on mac. Granted, window was not much better (two versions of crypt on ISS took me way too long to install correctly). But for anyone used to sane OS, it was a detriment until homebrew became ubiquitous.

Maybe the correct UX could be to list the locations of settings data, their size and ask the user whether they want to leave them, put them aside in a dedicated folder ("the attic", "the basement" or whatever), or remove them

Windows uninstallers sometimes just have a checkbox