Cannot add a game to my Xbox app games list in Windows 10

I think your path is wrong. Try:

%userprofile%AppDataRoamingMicrosoftWindowsStart MenuPrograms

The official Microsoft Website says that is the path it should be (you are missing Programs at the end). It also says:

At this time, the “Add a game from your PC” feature doesn't recognize desktop shortcuts, but you can use the desktop shortcut to create a Start menu shortcut so you can add your game to the My games list in the Xbox app.

To explain how to do this:

Open File Explorer and copy and paste the following path into the file path bar:

%userprofile%AppDataRoamingMicrosoftWindowsStart MenuPrograms

This is the Start menu shortcut location. You now can copy and paste your desktop shortcut into this file location. If the Xbox app is still open, close and restart the app. The new programs will now appear in the “Add a game from your PC” list.

From this, you need to put your desktop shortcuts into the start menu. It will now recognize the desktop shortcut as a start menu shortcut.

I would first try moving your shortcuts into the Programs folder. It sounds like they are already Start Menu shortcuts so you should be fine. If it doesn't work, try the rest of the solution to make your desktop shortcuts a start menu shortcut.