relatively speaking, it's a pretty easy place to get to. windows automatically makes it really easy for you to get to documents and people who are used to windows intuitively know how to get there. people who are more computer literate don't blink twice at being instructed to dig through a program's installation directory or to look in appdata, but it's bad practice to assume that your user is going to be computer literate when designing software, and if you have the option to make something more accessible and intuitive by just changing a directory name, then there's no reason not to take it.
it would be nice if everyone agreed to use the "My Games" folder, but no matter what route people take, the folder has to go somewhere. you're either going to have tons of folders in documents that windows automatically provides and easy link to, or they'll go somewhere else that a large portion of your user base won't necessarily think to look at. it's inherently less user-friendly to put things like this in a hidden folder than to put it in a well-known, accessible location