Hi Joeytic LoL,
Welcome to Microsoft Community.
I can quite understand your feeling, most of these games and game platforms you mentioned have cloud archiving, but cloud archiving is based on PC local archiving upload synchronization.
My computer also has the same game as yours. I checked that the path to save the local game is in the user name folder of disk C. You can open This PC>C:\User (your User name) Check the path to see if there is a folder with the game/platform name mentioned in the problem. If you can't see any folders, the problem may be that your personal folder on drive C does not have write permission.
In "This PC", right click on drive C and go to properties to see if your account is listed in "Group or username" and all permissions are checked. If you see that your account name does not have any permissions, please click "Advanced" in the ”Advanced security Settings“ click ”Administrator“ and then click "Change" button, enter your user name in the new window, click OK to exit, and then run any game to save, see if you can save successfully.
Please feel free to let me know if you got any further updates, thanks.
Best Regards,
Manson | Microsoft Community Support Specialist