The mender-client does not always respect the data-dir given in --data

See https://hub.mender.io/t/client-d-global-option-not-working/3563/6 for the description

I did a quick test, and it seems to be correct that it does not behave properly.

Acceptance criteria:

        * Double check that this is indeed the case, if so:

• Make the client respect the --data CLI argument in all instances
• Unit test for all cli commands