It's also assumed that its contents can be safely restored from original sources, so Program Files is often not backed up - because it's wasteful and not needed.
Rogue developers thinking they know better than the people who actually designed the system and ignoring the rules put in place is the source of an untold number of problems in the software world. It's absolutely stupid and I have no empathy for the problems caused as a result of their laziness. This attitude is why modern Linux is a complete clusterfuck, a free-for-all with components duct taped together every which way. Do it right or don't do it at all.
The save files don't go in the steam folder, they go into per-user Documents or AppData.