The Documents\SH5\data\cfg\main.cfg is placed there when starting a new campaign and loads whatever the data\cfg\main.cfg has been set to. Its simpler to make the changes in the data\cfg\main.cfg and delete the main.cfg in the documents\SH5\data if you've already started a new campaign and it will automatically be replaced with a new one which has the changes in it when you start up the game.
This keeps you from having to go back and making the changes again it the Documents\SH5\data\ if you ever need to delete that folder and letting it be replaced with a new one in an attempt for solving bugs and whatnot before starting a new campaign.
