Actually no, it should work flawlessly. What directory is your game installed into--the entire path. If you're in the \program files or \program files (x86) directories Windows watchdogs won't let mods change files there. So JSGME can't work properly.
Set Steam to install games in a root directory, like c:\games and that problem goes away. And that's been a problem since Vista, so it's not a Windows 10 only problem.
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