I guess app data is not considered to be files to be saved during the upgrade to Windows 10. If you have it already uploaded to Connect or another service, you might want to download the gpx/tcx.
Furthermore. I noticed in the Windows file clean-up tool that when you upgrade to W10, the complete old Windows version is stored. A roll-back could bring your files back. It might also be possible to access the "old config" and copy/past the specific files. I've never looked in to it.