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This new XDG folder was added in the middle of the Plasma 6.7 development cycle. When support was added, it wouldn’t have been appropriate to backport to Plasma 6.6, as it’s not a bug fix.
I’m using Plasma 6.7 and the folder has no icon. Is it a bug?
But now the folder has its path in System Settings.
One does not imply the other.
That’s a new folder, probably a missing icon.
Thank you for the bug report: https://bugs.kde.org/show_bug.cgi?id=522183