Edit - Wait ..... Windows 10 is behaving funny.
Edit - Folders are created here on my Windows 10 PC ---- C:\Users\
user name\AppData\Local\VirtualStore\Program Files (x86)\ABCD\NSE.
In your case they may be created here -- C:\Users\
Your User name\AppData\Local\VirtualStore\Program Files\ABCD\NSE
It seems Microsoft has decided to change default working folder for applications :annoyed::annoyed:
If you do not like that,
install ABCD in C:\ABCD or some other drive. Folders will be created below ABCD. It is Microsoft that wasted your time and efforts.
Good that you decided to disclose your operating system.