The demo site is a little more locked down to protect the server since I'm letting strangers use it as admin.
There is a setting you can put in user.config
<add key="ForceAdminsToUseMediaFolder" value="true" />
it forces even admins to use the media folder but its not the same thing as a user specific folder which would be isolated to the specific user, the media folder is not a user specific folder.
Hope that helps,