There has never been a setting in Windows to do this. That option is per app and that app's installer.
To look closer at this we will have to pick an app and then go find out more.
I am not sure if I am missing something. However, whenever I am installing my programs I am unable to find the custom install option to change the installation path from SSD to HDD. Is this due to a setting in the windows? I am using windows 10 by the way.