Your description of the problem is not clear because there are two folders that are called openHAB.
Inside which of them is the userdata ? Incase it is in openHAB/openHAB then this is normal as you can see in Windows | openHAB documentation which describes the folder structure in a windows setup.
In case it is in the top level openHAB directory then have a look at Windows | openHAB and compare the settings in your openhab-wrapper.conf file.