It's probably something to do with privileges. If your NSIS installer is installing into Program Files then the default privileges will not let your app write to the installed folder. Make sure your app is writing to the AppData folder or if you MUST write to the Program Files folder make sure you set the privileges of the sub folders so a standard user can write to them.
To test this out, manually try and run the NSIS installed EXE with admin privileges and see if it now works.