The option is ignored on Windows, and GUC data_directory_mode already
mentioned that within its description in the documentation.

Author: Michael Paquier
Reported-by: Haribabu Kommi, David Steele
Discussion: https://postgr.es/m/CAJrrPGefxTG43yk6BrOC7ZcMnCTccG9+inCSncvyys_t8Ev9cQ@mail.gmail.com
Backpatch-through: 11