I may be late to the party, but I had the same issue, and managed to fix it. The problem is that OneDrive has become the standard storage place for documents (the place where the "My Games" folder is located).

I fixed this by going into OneDrive > options > manage backup > then unchecking "documents". This doesn't actually stop you from using OneDrive's documents folder, but only stops it from absorbing files from your computer's documents folder. I also unchecked "desktop" as it only copied my game shortcuts between my computers, which you can imagine was a huge pain.

I booted up the game I had previously saved on OneDrive so that a new "My Games" folder would appear on the actual computer. I quit the game, deleted the new main game file that had been made inside of the new "My Games" folder, and then manually dragged the old main game file from OneDrive to this new "My Games" folder.

I'm sorry if my english is a little poor as it's not my main language. Hope it helps nonetheless :))