Are you sure Enterprise Guide is creating those directories? Or were they already there before the user even started Enterprise Guide? You could do an experiment by making a new empty folder and place only a single Enterprise Guide project file in it. Then have the user open it. Make sure to see exactly what actions they take to get it open. Then check if a new MY SAS Files folder has been created there.
No idea how Enterprise Guide decides when to create a MY SAS files folder for a user. If it decides to make one in the users "home" folder when there isn't one already then it kind of looks like the pointer to the users home directory is off and is somehow been set to whatever is the current directory so that when the user moves around EG thinks that is their home directory and notices that it needs to make them a MY SAS Folder.