After spending some hours on trying all sorts of things, like trying to manually synchronise both the local Documents folder on C:\\ and the Windows Redirected Documents Network folder location, I finally found a workaround that seems to work.

Similar to the FME2018.1 uninstaller problem, I had to get into the Windows Registry and hack Windows to temporarily reset the Documents Folder location back to %USERPROFILE%\\Documents (ie. Windows default). This change is going to get wiped out the next time I login and my Corporate Group Policy is reapplied, but it stayed like this long enough for the MSI file to run in Uninstall mode, as it seems to only be happy if Documents is not a network resource (which unfortunately is not the case in many Enterprise environments. I wish ICT managers would not do this but they seem to think that this is a "helpful" feature to make Word/Excel/Office files "portable" between PCs, but I've only found it breaks lots of applications that similarly dubiously decide to put application settings/user customisations in here as well and haven't quite designed application deployment/uninstallation for this situation)

Windows Regkey to hack is:

HKCU\\Software\\Microsoft\\Windows\\CurrentVersion\\Explorer\\User Shell Folders