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I roam this folder for UPM so I don't have this prob.

We roam it as well, but I'm talking in the local profile first. It's never created on the first launch, so there's nothing to actually roam if the user exits the app.

OK got it, it is created for me first time we launch any Office 365 app.

This issue is probably related to our absurd setup with Okta, etc. then.