It's 2022 and games still always save to Documents. My OneDrive holds several gigabytes worth of savegames due to this.
Comments on Don’t save game progress in My Documents!
Ten years on and this is still a problem! I found this post trying to google around for a solution. The only games in my entire Steam library that use the Saved Games subdirectory are the "Enhanced edition" re-releases of the original S.T.A.L.K.E.R. trilogy. It's absurd.
Connor Oud