Curiouser and curiouser.
On one machine where I am not an administrator, I am prompted for login credentials. Such logins produce the behavior I expect, and put the config information under the admin profile I used for run-as.
On another machine, where I am a local admin, "Run As Admin" puts the config files under my local profile.
So I'm not sure why it "lost" your directory. I'm sorry to have added confusion to this.