[ENH] Support XDG config/data directories

[mrueg]

😕 Addressed Problem

Right now, data and config is stored in the current folder the binary is running from.

💡 Suggested Solution

Use https://specifications.freedesktop.org/basedir/latest/ to use well-known directory structure to store config and data. https://pypi.org/project/xdg-base-dirs/ can be used in python for that.

🔎 Alternatives

No response

🗺️ Additional Context

No response

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