I'm confused - You're using folder redirection, so the local copy of the data is only there for speed or network connectivity loss. So there should be nearly zero data loss if you delete the profile after the user logs out.
I'm not sure if there is a reg key on Windows Workstation OS, but there definitely is on Server OS for Remote Desktop Services.
This was something I've seen often turned on to keep the local storage needs of the RDS server from ballooning out of control from left over profiles.
User logs into RDS, downloads profile, user logs out - copy is pushed to the server and local directory is deleted.
Pretty standard practice.
I'd be surprised if this wasn't available on say Windows 7, etc.