Question:
Why do players get their own folder in Roaming\HoldemManager\Database?
Answer:
In Holdem Manager 1 there are a lot of tables that deal with a specific hand played by a specific player. HM2 does not have these tables. Instead, for player related hand data, Holdem Manager 2 utilizes a flat file approach. Each player has his/her own folder and each file represents a single day. Each line within the file is a tokenized version of a single hand with incredible amounts of detail.
The overall Holdem Manager 2 space used (DB + Files) is almost half of Holdem Manager 1 yet Holdem Manager 2 stores 2-3 times as much info. Plus, it can be accessed many, many times faster and also allows Holdem Manager 2 to do some things that would not be possible otherwise.
If you do not want to use space in your Roaming folder due to C: file space or something similar, there is an option to store this data elsewhere.