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If you don't want to redirect, you can use OneDrive known folder move. Some customers take a hard stance and say if the user saves their data to anywhere other than X (whether that is a fileshare, My Documents, OneDrive, etc.), that data will not be saved. It's really all about setting (and enforcing) user expectations

We always push to redirect Desktop, Documents and Downloads out of the profile when we can, either with GPO or OneDrive KFM in every deployment we do. Those that don't, usually get sick of restoring entire profile containers to extract files from the user's desktop lol

That’s a good idea!

Some people exclude Downloads from the profile, so it's there for the session when people use it but lost at logout and users are trained on that's how it works