FEX does not comply with the "XDG Base Directory Specification"
According to the [spec](https://specifications.freedesktop.org/basedir-spec/latest/#variables):

>  $XDG_DATA_HOME defines the base directory relative to which user-specific data files should be stored. If $XDG_DATA_HOME is either not set or empty, a default equal to $HOME/.local/share should be used.
> $XDG_CONFIG_HOME defines the base directory relative to which user-specific configuration files should be stored. If $XDG_CONFIG_HOME is either not set or empty, a default equal to $HOME/.config should be used.

But if both of these are unset, FEX creates its config directory at `$HOME/.fex-emu`, instead of under `$HOME/.config`.

Also it seems that if `$XDG_CONFIG_HOME` is set then `$XDG_CONFIG_HOME/.fex-emu` is used. I think `$XDG_CONFIG_HOME/fex-emu` should be used instead, since this is the convention that pretty much every other application follows (not creating hidden directories under `$XDG_CONFIG_HOME`).