When Jenkins installs on Windows machines, it doesn't store customer/program configuration in Microsoft defined system wide directories appropriate for this purpose. Instead it reconfigures its program folder to unsolicitedly store customer/program configuration in there.
Not only is the current approach unsafe, because the Jenkins installer grants Write access rights to a folder containing executables. In addition, when system administrators are required to create a backup plan, they usually set-up their backup software to look in CommonApplicationData (usually "C:\ProgramData\") for program specific custom files and in ApplicationData (usually "C:\Users\<LoginName>\AppData\Roaming\") for user specific program custom files on all their machines.
... And wait, oh, yes, if Jenkins may be installed on any of those machines, they also need to amend their backup set-up for this particular machine to also look in the "C:\Program Files (x86)\Jenkins\" folder, because its software develpers gave a damn about operating system guidelines.
Given the critical ramifications of the current Jenkins setup, please amend the Jenkins installer to properly set CommonApplicationData and ApplicationData, resp, for "%JENKINS_HOME%".
Here are two links to a list of Microsoft Windows' special folders: