I could not find a PSESS file after downloading the free trial version

Recently, I downloaded the free version of Adobe Premiere Elements. I thought it might help with a problem I had with Photoshop Elements 8, but it didn't. Then I noticed that when I saved a slideshow in Elements 8 Organizer, that PSESS file no longer went where it used to go.

I am running the programs on Windows 10, 64 bit. I wanted to find the file so I could back it up to a USB drive.  I tried to find the new PSESS file by typing the filename in Windows' "Type here to search" box at the lower left of the screen. But that did not work. Why is that?

If I remember correctly, even when I went to the C drive and searched for the PSESS file by name, I could not find it. Eventually, I figured out where it was:  it's in C:\ProgramData\Adobe\Elements Organizer\Catalogs\My Catalog 1\Projects .  But why did not normal methods of searching for the file find it?  Just curious.