I play a bunch of games, old and new. My home network is a Microsoft based one with AD (Active Directory) and GPO's (Group Policies) handling folder redirection.
Games that came on or before 2003 or even a few years later don't support this at all. Either because the developers never heard of folder redirection or expect their customers to store their user folders on a networked drive or mayby it's just because they are lazy and couldn't care less.

The games will boot up fine, but you'll soon find out everything you do will never be saved from your game progress to game settings like resolution or keybindings.
What I could figure out is that the games do not use your currently logged in Windows credentials to write the files but it seems to use a build-in account in Windows itself, not sure if this was the SYSTEM account...
In any case this account does not have the rights to write to a network folder, especially your own and this is the main cause of the issue.
If you look a bit closer you'll also find a bunch of Access Denied errors that support this.

There's only one way to fix this and that's by setting your networked drive back to a local location, for example the default C:\Users\(username)\Documents
There are two ways to do this, manually or a tiny script you can run by just opening it everytime you want to play a game.

Manually:

1. Open up Registry Editor (regedit.exe)
2. Go to the following location: HKEY_Current_User\Software\Microsoft\Windows\CurrentVersion\Explorer\User Shell Folders
3. Change the value in the REG_SZ file named Personal to a local folder, ex. C:\Users\(username)\Documents
4. Now go the following location: HKEY_Current_User\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders
5. Change the value in the REG_SZ file named Personal to a local folder, ex. C:\Users\(username)\Documents

When you are done playing, repeat the steps above and for step 3 and 5 change the value back to your network drive

Script:
Create a .vbs file (just create a .txt file and rename it later to .vbs)  and place the following lines in it, just edit the path to point it to your local folder:

You can then create a second .vbs file with the same lines, but with the path to the local location changed to the network location basically setting it back to how it was before playing the game.
Making this script is real timesaver, so you don't have to boot up the Registry editor everytime and look for the values to change. But I leave that choice up to you, whatever you find most comfortable to work with.