AZCLI not honoring the AZURE_CONFIG_DIR env variable on Windows

[EPinci]

Describe the bug
Since the last few releases of AZCLI, the tool stopped honoring the AZURE_CONFIG_DIR on Windows.
Before the change setting that variable allowed to redirect the .azure directory.
From that change, you now need to reset the HOME variable affecting also other tools.

To Reproduce
On Windows, set the AZURE_CONFIG_DIR environment variable, note that is not honored by AZCLI runs.

Expected behavior
Restore the previous behavior where the AZURE_CONFIG_DIR is honored on Windows as well.

Environment summary
Cmd on Windows.

[yonzhan]

@jiasli for awareness