Not sure. Other games sometimes do that. For instance, some games on steam save to that folder. I would bet it has to do with some users using 64 bit machines and others 32 and it being a pain in the *** with a windows system to code for both. Maybe saving there allows them to bypass any weirdness an OS might present?…
Are you sure it's not just the download of the installer that's going there? And then when you install it goes into program files? I didn't check where it went so I can't be sure.
It's a great idea, but until I really see it in action, I'm going to withhold judgement. NW is a good game, but it's not great. Maybe with the right people making content it could be great. The base is fun, albeit it dated, but it could be great I guess.