Contrary to a locked down phone where you don't even have access to the FS, that's hardly doable for a desktop OS like Windows. Well it IS doable, but it'd mean extremely elaborate testing for each app which would be quite expensive and time consuming.
And considering that we're talking about partially semantical information here, you couldn't even automate all those tests. Because there is data that should be written to appdata or whatever so how do you distinguish between savegames and the rest?
If you're annoyed by it (and I can certainly understand why it's suboptimal to say the least, although I can't remember the last time I needed to access a savegame) you should complain with the developer.