Microsoft aren't incompetent, we do have softlink in Windows, they are just called with another name, you can create symbolic links, hard links and junctions...
And the free
Link Shell Extension is worth a call out for making it easy to create them. MS's inability to provide similar facilities in Windows itself is good cause to question their competence though.
...but there is absolutely NO REASON to store save on game's folder, for any reason, even if the system is able to support symbolic links because it make the game multi users unfriendly.
Having saved games in the game folder makes it easy to uninstall since all you have to do is delete that folder. And multiple users could be handled via subfolders within the game folder.
In contrast, the current system almost guarantees data being left behind after an uninstall, since doing so under one account will leave behind data created in other accounts. And Microsoft made things worse by having a multiplicity of "data" folders (Application Data, Local Settings, My Documents, My Games) which have only increased with later Windows versions (ProgramData, AppData, etc).
