As this folder (ProgramData) exists outside the user profile, you have to arrange something yourself. Like you already mentioned, a pre/post copy action can be used. Keep in mind that you must have proper permissions on the ProgramData folder for the users to be able to read/write to this folder.
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Ivan's remark about permissions still applies, but since UEM 9.4 we actually support the undocumented <ProgramData> folder token...
We don't consider it a best practice as it's not part of the user profile, and therefore don't promote it (no docs, not present in the Section menu or intellisense, etc), but as long as you take care of the proper permissions, <ProgramData> will do the trick.
Can someone share the unofficial list of Folder Tokens that's not documented? Some may find some of those tokens helpful for something. Thanks