HI, I'm Rodrigo and I will help you.
You probably have the OneDrive backup feature enabled for the Documents folder, which it syncing your save files from Steam.
To disable it, right-click the OneDrive icon on the right side of the taskbar > Settings > Sync and Backup > Manage Backup > Turn off the Documents option. (You can disable the other options if you don't want to sync them too.)
The folders may "disappear" because this process restores the default location of the folders, but don't move the files, you can move the files from the OneDrive folder to the current folder locations.