Did you paste this line into your Windows Explorer address bar? Dont just click to where you believe 'Documents' is, actually paste this path into the Windows Explorer address bar.
%userprofile%\Documents
The reason I ask is this place can be different if you use OneDrive.
If you run the batch file again, is it asking you if you want to overwrite the files it already created?
At the end of the day, you can export the registry keys manually yourself.
Where the registry keys are in the document:
https://support.stardock.com/space/SHC/1416429609/Backup+of+Fences+Configuration+Settings#HKLM
This is an example of exporting 1 of them
Sean Drohan
Stardock Product Lifecycle Manager