I noticed that running some games through itch.io launcher creates a new user profile on the computer with a name like "itch-player-1ee23456". If loaded with itch.io launcher, OneShot seems to use this profile instead of the usual one and therefore creates the document in the folder "C:\Users\itch-player-1ee23456\Documents".
I guess that, if run directly with the .exe, the game uses the usual profile and creates the document in the expected "Documents" folder.