We have Snagit 2018 as an Appstack don't have this problem. Is it possible you have another snagit appstack mounting or you're capturing this with UEM?

However

You can use the TechSmith Deployment Tool to customize the automatic store path. I would input a path to a location outside of user profiles so the Appstack captures it.

TSC_DATA_ STORE_ LOCATION Enter the path to save the automatically stored files.

https://assets.techsmith.com/Docs/pdf-snagit/Snagit-2018-MSI-Installation-Guide.pdf