I found out the problem: The installer required admin rights, and indeed it had installed all the AppData files in the admin’s AppData directory. I copied all the *.lba files, the immortal.ttf as well as the email.txt file to my own roaming AppData directory, and now the program is working as expected.
(As a side note: One potential factor is that when using a Finnish Windows 8 installation, the “Administrator” user is called “Pääkäyttäjä” (with 5 accented characters). So in theory character encoding might affect this as well. But the program seemed well-behaving in this regard, as all the files were in the correctly copied in the admin’s AppData directory. So probably this localisation issue is handled as it should be by Windows itself, so it’s probably not an issue here.)