fix(core): Force data_directory on Windows

[lemarier]

What kind of change does this PR introduce? (check at least one)

• Bugfix
• Feature
• Docs
• New Binding Issue #___
• Code style update
• Refactor
• Build-related changes
• Other, please describe:

Does this PR introduce a breaking change? (check one)

• Yes. Issue #___
• No

The PR fulfills these requirements:

• When resolving a specific issue, it's referenced in the PR's title (e.g. fix: #xxx[,#xxx], where "xxx" is the issue number)
• A change file is added if any packages will require a version bump due to this PR per the instructions in the readme.

If adding a new feature, the PR's description includes:

• A convincing reason for adding this feature (to avoid wasting your time, it's best to open a suggestion issue first and wait for approval before working on it)

Other information:
The check has been moved into prepare_window because prepare_pending_window is only run when it's a local URL.

Fix #2271