As noted, LOCALAPPDATA\stellarium is left behind on your system when run.
I have tested on a clean Win7 system.
Fortunately, there's a simple fix that can be implemented for the next revision. See here.
New: Supermium (Apr 11, 2024), Platform 29.4 (Apr 10, 2024)
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This is fixed in Stellarium Portable 0.13.0.
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