The "Saved Games" folder came with Win 7 or Vista, up until recently many people still used XP
Personally I don't understand why any game would under any circumstances ever not keep data in the gamefolder.
This is because Microsoft assumes that there are several other persons who play the game on your PC while you're away. To save disc space, the game itself needs to be installed only once and the savegames are stored in everyone's personal folder.
Actually it's for system protection. The standard windows "programs" folder is protected from manipulation, you can still change stuff there, but the program itself will see the originally installed data. A bad place for savegames (or viruses... or mods...)
This may work well for MS Office and true documents, but for games it's a bit silly. Even worse when creative game designers decide that their savegames belong to the AppData folder instead of the documents folder, and outright stupid when the savegames are stored in the documents folder and the ini files in app data.
