Hey tpykalaniemi,
I wouldn't pay too much attention to the '...\Allegorithmic\Substance Painter' Folder.
The 'Documents\Substance Painter' Folder is much more important, because you place the stuff in there which you want to appear in the Shelf.
It could be that Substance Painter by default creates the '...\Allegorithmic\Substance Painter' Folder because it uses this folder somehow. On Windows, though, there is no such duplicated folders.
To make sure this is no serious problem, I will ask an developer about this for you.
Best Regards