This is because Windows has moved to modern file system organization concepts, keeping data for users within the user accounts and not in the global file space. Why are your photos in c:\photos? Why do you organize your files like it's 1995?

You'll find that that left tree is useful if you flow with the design of Windows rather than fighting against it. Desktop is meant to be an easily visible place for short-term storage of working documents. Recent Places is pretty smart about remembering frequently used local and network locations. My Photos / My Documents are totally useful if you actually put things there like the system is designed to do.

If you insist on drilling down to that hard drive navigation, don't blame the software for yourself deciding to break past the abstraction.