Topofusion creates the directory, actually, and maps0.dat is in there, and GPX files I create in TF happily get saved there, although the GIS directory never gets created. If I click the Download button on, e.g., continents.gpx, then look in MTF, the GIS directory is now there and so is continents.gpx. I thought that might fix it, but on restart the error message returns.
If I trash the MTF directory, then on the next start it won't complain. It seems to only complain on subsequent starts, leading me to believe there is something wrong with the directory ("corrupt").
FWIW, I had the previous TF build working fine on this system, although that was under Windows 8.
Are there any debug logs I can upload? Would a zip file of the MTF directory help?