Where is the data for Properties.Settings.Default saved?

In my WPF application, I click on Settings.settings in the Solution Explorer and enter a StringCollection variable with a User scope:

in my app.config I see that they are saved there:

<userSettings>
    <TestSettings.Properties.Settings>
        <setting name="Paths" serializeAs="Xml">
            <value>
                <ArrayOfString xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
                    xmlns:xsd="http://www.w3.org/2001/XMLSchema">
                    <string>one</string>
                    <string>two</string>
                    <string>three</string>
                    <string>four</string>
                    <string>five</string>
                    <string>six</string>
                    <string>seven</string>
                </ArrayOfString>
            </value>
        </setting>
    </TestSettings.Properties.Settings>
</userSettings>

then I run my application and with this code:

StringCollection paths = Properties.Settings.Default.Paths;

Properties.Settings.Default.Paths.Add("added in code");
Properties.Settings.Default.Save();

foreach (var path in paths)
{
    System.Console.WriteLine(path);
}

which gives me this output:

one
two
three
four
five
six
seven
added in code

I run the application again and it gives me this output:

one
two
three
four
five
six
seven
added in code
added in code

But I look at my app.config again and it still has the original values:

<userSettings>
    <TestSettings.Properties.Settings>
        <setting name="Paths" serializeAs="Xml">
            <value>
                <ArrayOfString xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
                    xmlns:xsd="http://www.w3.org/2001/XMLSchema">
                    <string>one</string>
                    <string>two</string>
                    <string>three</string>
                    <string>four</string>
                    <string>five</string>
                    <string>six</string>
                    <string>seven</string>
                </ArrayOfString>
            </value>
        </setting>
    </TestSettings.Properties.Settings>
</userSettings>

Where are the values that are added by the application being saved?