An application I have recently used (SuperEyes) has some user data (microscope snapshots I took) that it has apparently stored in C:\Program Files (x86)\Microscope\images. If I view the folder in explorer, or do a dir listing from a command prompt as admin, it's empty.
If I open the files within the app - it looks like it is loading them from there. It even has an open file dialog where I can browse the files. If I try to drag them out - they don't exist!
The system has a single partitioned 256Gb SSD.