I find what you say odd at best. If anything I would've expected the opposite.
That being said, I've been using the Installer and the Portable versions for more than nine years. I have always had my music files on a NAS which is mapped as Z: and have never had a problem such as yours.
I suggest giving the portable version a try and see if that helps. Just be sure -not- to put it in a Windows UAC directory. Use something like d:\MusicBee.