Oh noo… I noticed my C: was getting full and noticed Steinberg has saved all the appdata files in my C drive.
Is there a way to change this or do I have to uninstall everything ? 
Edited: I misunderstood. 
Cubase Pro 9 actually uses about 13 GB in c:\ProgramData\Steinberg
Those are the soundbanks. You can uninstall them and the install them again on a different disk. Or move them and then cubase will ask where they are.