"es_settings.cfg" not present in "/home/pi/.emulationstation" until first save in EmulationStation menu

[hiulit]

Pi Model or other hardware: (B, B+, 2 B, 3, X86 PC etc..): Virtual Machine with PIXEL (Raspbian X86)
RetroPie Version Used (eg 3.6, 3.8.1, 4.1 - do not write latest): 4.4.2
Built From: (Pre made SD Image on RetroPie website, Berryboot, or on top of existing OS etc.. - please provide the filename of any image used) DEBIAN STRETCH WITH RASPBERRY PI DESKTOP https://www.raspberrypi.org/downloads/raspberry-pi-desktop/

How to replicate the problem:

I followed the officail guide for installing Retropie in a X86 machine https://github.com/RetroPie/RetroPie-Setup/wiki/Debian.

After the installation I went to /home/pi/.emulationstation/ and es_settings.cfg wasn't there.

I had to open EmulationStation, open the menu, change the Theme (I guess any other change might work aswell) and save the changes. Then I went back to /home/pi/.emulationstation/ and es_settings.cfg was there.

Shouldn't es_settings.cfg always be there?
Is this the expected behaviour?
If that's the case, where are all the settings stored when es_settings.cfg is not in /home/pi/.emulationstation/?

Thank you!