Yeah. It annoys me to no end that the new powershell didn't take the opportunity to move the config out of My Documents and into roaming app data which in theory is where that sort of file should be.
It's things like that which have made me give up on %USERPROFILE% (and to a lesser extent $HOME), and I now put my files that I care about into a completely separate folder outside of the normal hierarchy.
Oh, it's really not anything impressive. I've just decided to treat %USERPROFILE% as for machine generated files only. I then have a new directory on C: where I put my documents/projects/etc (all in appropriate sub folders).
My config files are a bit more interesting, and are stored in a chezmoi[^1] repo. If I tinker with a program enough, I generally move its config into there so I can keep track of it and the changes (to make this easier I have a bat file in shell:sendto to add files/folders to chezmoi).
Thinking about this, I should probably move the chezmoi repo into my personal directory, and symlink it back to it's normal location.