That is because you have not change the Special Folders for Documents/Pictures/Movies and so on. You have modified the Libraries for Documents and Pictures and so on. (two different but similar things)
Libraries are not real folders, they are virtual folders that show the aggregated results of 1 or more folders.
It is a concept that the Windows Shell has on top of the filesystem and it is not part of the real filesystem on the disk.
And since MC have had as a rule to always show the truth of how the filesystem look like, it can not be shown since the there is no real path it.
Libraries might be support by a separate plugin in the future.