My first assumption would be that your Windows 11 didn't allow the game to generate those folders. But that would probably have required you to change your preferences, if ones exist for preventing programs from doing that; without knowing anything else, this hasn't been an issue for other Windows 11 users.
I figured it out! No other game directory installed properly because of something on itch's end! In the rare instance that someone else has issues, here's a solution to the issue for Windows!
https://github.com/itchio/itch/issues/2572
TL;DR: Uninstall the desktop app, and delete your itch folder located in here:
C:\Users<UserName>\AppData\Roaming\itch
Reinstall itch!