The user data location should ideally be configurable. I use an SSD for OS/games and my user data folders are on a regular HDD. I noticed the Documents GW2 folder too and redirected it with the mklink command as a workaround.
You may as well forget about the “My Games” folder too, that was changed to “Saved Games” for the last few releases of Windows – and most games I’ve played don’t use that folder either.