Windows Installation Location

I have a bit of a query regarding the installation directory for Jenkins.

So, I’ve setup a server with a drive specifically to host Jenkins and all it’s associated files and folders. I have then run the Windows installer for the current version of the jenkins.msi (2.452.2) and during the installation set the Destination Folder to install to as J:\Jenkins. Gone through all the rest of the install and completed successfully.

So why, given I set the install directory to the J Drive, does it seem to have installed and setup all the actual functional parts of Jenkins back on the C Drive?

Looks like I now have to muck about manually moving files and creating an environment variable to point it at the correct location. Seems like the destination folder you set really means nothing in terms of where it then seems to put the files and I cannot understand why it would do this? Is this working as expected or some kind of error?