I don’t recall seeing that error. To check your setting open a UCRT terminal and do
env | grep XDG
and see what it shows.
Mine shows
XDG_DATA_DIRS=/ucrt64/share/:/usr/local/share/:/usr/share/
If I do it in a MINGW terminal it shows /mingw64/share/ as the first directory
If it’s wrong then to fix it in the terminal do
export XDG_DATA_DIRS="/ucrt64/share/:/usr/local/share/:/usr/share/"