I think it’s necessary to give more precisions on what you clicked on actually.
Here is a screenshot of a Win11 test install
what is under ‘Application data’ is the same thing as what is under Appdata\Roaming, actually.
BTW what I see under Appdata\Local is useless (crash data, temp files, cache…). Windows is not supposed to put important data here, the user data is normally stored under Roaming.