Use caution if the User Data Directory is changed in the App-V 4.6 Client

  Use caution if the User Data Directory setting is changed in the Application Virtualisation Client.

For example changing it to %LOCALAPPDATA% causes files like usrvol_sftfs_v1.pkg.BAD to be created.   The BAD extension indicates that the file is not valid and the user settings will not be saved.

If the %APPDATA%\SoftGrid Client need to be prevented from roaming then this should be set as a roaming excluded folder in a GPO.  Target registry key is
HKEY_CURRENT_USER\Software\Microsoft\Windows NT\CurrentVersion\Winlogon   ExcludeProfileDirs  REG_SZ  AppData\Local;AppData\LocalLow;$Recycle.Bin

More discussion of the BAD file occurances
http://social.technet.microsoft.com/Forums/en-US/appvgeneralsequencing/thread/b13cf46f-b3dc-4c37-9a52-40bf124b7982