Ah ha - then maybe that's where I got the CanonGuitar.sgt file, too.
I thought I remembered as much from the "beta10d" install.

Evidence
suggests that maybe the
installer put the file there. It's a bit difficult to tell from the file times, because the installer starts the preview automatically. But I went in and deleted the .sgt file, and started MA3 from the desktop icon, and the file was not created.
Of course, maybe I should have started MA3 in preview mode, to see if that was different. Or maybe deleted MA3Playlist.lst first. It's really tough to test all of the "boundary conditions".