This really has nothing to do with Microsoft. Weren’t DirectX plug-ins the AU of Windows? Those basically are dead, these days (replaced by VST). They were installed to the relevant application directory and then registered in the Windows Registry, so any application on the system could use them. A few applications still use them (Sound Forge Pro, Vegas Pro, Cakewalk by BandLab (Sonitus FX)). Because you never had to deal with managing scan locations with DirectX Plug-ins, this was never an issue. Like I said, the applications got all of this from the Windows Registry.
VST is a Steinberg technology, and they didn’t mandate an installation directory until VST3. The lack of one (and the lack of a standardized default plug-in database - like the Registry was for DX plug-ins) is (are) what caused this issue of Wild Wild West VST2 Plug-in Install Locations on Windows. Because there literally wasn’t any standard install location, the developers simply picked and chose whatever at the time they created the installers.
The issue is less where they are installed, and the fact that users have to manually set up scan locations in DAWs, NLEs and Audio Editors. That’s what causes the end-user headache. With DX this didn’t matter. Every plugin could be in a different folder on the system, but the user would never notice because the software scanned the registry and found all of them with 0 issue.
It’s honestly just an issue of developers being lazy and not doing the most obvious thing… Install VST2 to \Program Files\Steinberg\VstPlugins and VST3 to \Program Files\Common Files\VST3
Now they’re telling people to go to \Program Files\Common Files\VST2, which has only exacerbated the issue. There are now installers installing to:
\VstPlugins
\Program Files\VstPlugins
\Program Files\Steinberg\VstPlugins
\Program Files\Common Files\VST2
And that’s ignoring the locations they recommend for shared machines where users don’t have permission to write to system directories, as well as applications that still install VST2 plug-ins to private application directories (e.g. SONAR/Cakewalk by BandLab, Native Access (by default)).
No offense, but passing the buck seems a bit disingenuous. It was on Steinberg to take this into account when they were creating and later LICENSING OUT the spec for VST/VST2. They failed to do that, and now users have to be annoyed by it.
Users should always do a CUSTOM INSTALL when installing plug-ins so that they can specify which directory these files go into. Don’t use Express or Default install settings. You never know where the installer will put the files by default.
If all of your hosts support VST3, just don’t bother installing the VST2 versions, unless required for NKS compatibility.
Finally:
C:\Program Files\Common Files\Celemony
C:\Program Files\Common Files\Native Instruments
Why do I have these folders there if I also have them in C:\Program Files?
C:\Program Files\Common Files\AVID\Audio\Plug-Ins -
None of these are VST plugins. Common Files\Celemony and Common Files\Native Instruments are for Application Data. Simply opening the directories and looking in there would tell you. That’s what Common Files is for. Shared application data.
The Celemony Directory has the Melodyne RunTime DLL in there. None of those files are VST plugins.
The Native Instruments directory has Shared Resource Files. For example, Library Thumbnails and Browser Category/Tagging information used by applications like Komplete Kontrol, Maschine 2 and Kontakt. The NTK Daemon application directory is also in there, and there is application data for Massive X (Wavetables, etc.) in that subdirectory. There are no VST plug-ins there.
Fundamentally, OP doesn’t understand the structure of the Windows Program Files directory, and why some of those folders exist at the places that they exist (not that I expect him to, end users shouldn’t be expected to be System Admins, but I’m not the one complaining 
).
Common Files\Avid\Audio\Plug-ins - is pretty self-explanatory. Avid, unlike Steinberg, has always had a standard installation path for its plug-in types. The Avid directory is that. All Pro Tools/Media Composer AAX audio plug-ins go to Avid\Audio\Plug-ins.
\Common Files\Avid\Audio\Plus-ins is the equivalent of \Common Files\VST3, except for PT/MC Audio Plug-ins. If you don’t use Pro Tools or Media Composer, you can delete the Avid Directory.
I have NEVER seen an Installer install VST plug-ins to the user Documents Folder, or even the Shared Documents folder. He must be referring to the Application Data folders in the user documents folder - something Steinberg is abusing as well. This is just lazy development by developers who refuse to switch from a Windows 95-era abuse of the Documents folder to putting application data in %AppData% (or, in some cases, %ProgramData%).
Application Preference Files should never be stored in the %UserDocs% folder, ever, for obvious reasons (they can easily be altered outside of the application, deleted, moved, etc.).
Lots of Developers or other people like to jump in and talk about how it’s on Microsoft to do this or that with Windows, but 90% of developers completely ignore the guidance Microsoft puts out. They treat it as 100% dismissible, while treating Apple’s guidance as the Bible (Steinberg still puts preference files in the User Documents Folder on macOS, instead of the User Library Folder ).
) just the plugin files, as most of them rely on additional files or entries in the windows registry to operate. It is probably more important to save and backup the installers.