We just upgraded to windows 10, which means I have to download everything again.
That depends on how you "upgrade" to Windows 10.
If you do an "in place installation" (I think that's what it's called) Windows will back up what it considers to be personal files and put them back after the "upgrade." So even if you have to re-install programs like games, it will remember user documents, and possibly the saves of certain games (depending on where the game puts them).
Weirdest thing. I installed the game after finding the saves and having them sent to my new drive out of the old drive...and when I started the game they were just there!
is not particularly weird at all.
Not something you'd want to absolutely depend on, but this is how the "in place installation" is supposed to work.