Right. Because in both OSes, that's where user-changeable data exists. If you had a multi-user machine and an administrator installed Thunderbird, you wouldn't be able to write your data to the installation directory. And if you could, would you really want your application data in a place where others would access it? I suppose they could create .../install/users/wfaulk/data and .../install/users/archeon/data, but it's not the accepted way to do it. It's just that only recently has Windows bothered to come up with a standard location for this stuff.
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Bitt Faulk