There is no specification for “portable". It is whatever each developer decides to do.
I did not reproduce it. Perhaps you are looking at old data. I did
Settings > App Data Directory > Show…
Go to the parent folder
Close Shotcut
Rename the Shotcut folder to something else
Run ./shotcut.exe –-appdata to some other folder that I had used previously
Open a video, add it to timeline, and add a filter that has a preset such as Brightness. These actions create folders for presets and thumbnails in the specified -–appdata dir.
Only Shotcut/cache folder is recreated in the system appdata dir. We currently do not consider that as part of our portable “app data” because it is not necessary to have in order to move your experience to another device.
Feel free to submit a pull request with your suggested change because I do not feel like bothering with it.