Нашел объяснение из msdn , в котором говорится:
Когда вы пытаетесь развернуть надстройку Office:
Data FilesFiles with .xml, .mdb, and .mdf extensions are automatically copied to the application data directory. You cannot configure these data files by using the Application Files dialog box. To locate the data directory, use the DataDirectory property. For more information, see Accessing Local and Remote Data in ClickOnce Applications.