Thunderbird should stop saving by default the IMAP messages under "%AppData%\Thunderbird\Profiles\<profile_string>\ImapMail" and start saving at "%LocalAppData%\Thunderbird\Profiles\<profile_string>\ImapMail".
This way, Windows can have lighter roaming profiles and also the backup software is easier to configure (just save everything under "%AppData%\Thunderbird\Profiles" without clogging the backup data if you don't need to backup your e-mail provider, and save everything under "%LocalAppData%\Thunderbird\Profiles" if there is a need to backup the e-mail provider).