The only way I can get to my actual, local, documents folder is to go directly through my home folder.
and the only way to get to that is through c:/users, because microsoft keep doing their best to hide that a home folder exists.
I'm not speculating. this is what happens on the machine I use daily.
click my documents in the sidebar. then install onedrive and press the same button. it takes you somewhere else. where your files aren't