The problem is that AppDataFolder
is a reserved keyword that takes you to the Roaming data folder, I simply changed this id to a non-reserved keyword and my code worked
<Directory Id="CommonAppDataFolder">
<Directory Id="CommonAppDataManufacturerFolder" Name="$(var.MANUFACTURER)">
<Directory Id="MyAppDataFolder" Name="$(var.PRODUCTNAME)">
<Directory Id="DatasFolder" Name="Datas"/>
</Directory>
</Directory>
</Directory>