That's where they are saved. In the windows version, there's also a button in the load menu that opens the save folder for you
The "Open Folder" option in the menu doesn't work and when I tried creating a new save it was saved to an uknown location. I also tried deleting the folder in the .../LocalLow/ location then uninstalling and reinstalling the game, and it didn't recreate that folder in the above location. However the new save I created still showed up, so it's gotta be saved somewhere other than the game's main and secondary folders.
I just figured out a temporary solution to the issue. When I open the game with the itch launcher I don't see my main save games, however, when I directly launch the game (click on the game file) all my saves show up. Don't know what's wrong with itch, but there's some kind of the conflict between the launcher and game.