Yeah it may seem a bit odd. The split between doing the normal Program Files versus the ProgramData is that in most cases even if there are Windows permission restrictions you should be able to install the game to ProgramData where you would be blocked on installing it to Program Files. This is one of the areas where we were interested in player feedback.
So what you are trying to tell me is that I should be playing Pox at work? <_<; (I think in most cases where you might be struggling with lack of permissions to install something it would be because some evil administrator has disabled the windows installer through a GPO. In which case it should be impossible to install something no matter where you plan to put it.)
I didn't have a shortcut placed on my desktop when I first installed the game. I first checked Program Files and couldn't find it. For most people ProgramData is an invisible system folder that they cannot see. If I didn't work in IT, I doubt I would know that ProgramData exists to check it. I would highly recommend having Program Files still used.
