I stopped using that software no matter how painful it was some games included. I wanted to play BG2 and the remake from GOG just litter the Documents folder even when running though Wine. Well, no game for then. Pity. I want my computer to serve me and to have my own files where yo want them.
Unfortunately, many applications now treat your filesystem as a dumping ground for their dependencies and caches and config files and temporary data and all kinds of other non-userdata trash they create. This ship has long since sailed :(
Wouldn't it be possible to run the game in a container, so it has no access to your home dir?
(I've only used lxc for stuff like WordPress, haven't ever used it for GUI stuff.)
Doesn't WINE let you pick folder mappings?