It plays on Win 10 but when you want to close it you have to use CTL ALT Del and the task manager also some of the layouts no longer save you game scores.
This is all due to KMJ being installed in 'Program Files'.
Uninstall it, and reinstall in a new folder, such as 'C:\Games\Kyodai Mahjongg\'...
Then move your .ini files from the old folder to the new one.
Problem fixed...
This has been around since Vista, BTW. But from the looks of it, Windows 10 started being meaner in that respect (not allowing programs to create or modify files within the Program Files folder, even if it's in their own folder...)
PS: glad to see there's still some activity in the forums.