Windows just localizes how it shown on Explorer (and have API to get localized name), so real path is still C:\Users\user\Documents . macOS does the same thing by the way as you wrote. I don't think it's a problem.
Only XDG based systems use real /home/user/ドキュメント (in Japanese) directory . This is annoying. Please localize it well as Win/mac does.
Right, I still remember programs blowing up because they expected C:\Program Files and then encountered C:\Programme - that one at least got better when WoW64 forced the issue for english-speaking devs.
And macOS has Xxx.localized directories