Windows default directory for client certificates

PostgreSQL documentation at
http://www.postgresql.org/docs/9.5/static/libpq-ssl.html
says that when a client certificate is requested by a server, a windows
client psql will use by default the credentials located at
%APPDATA%\postgresql\postgresql.crt and %APPDATA%\postgresql\postgresql.key

However, my psql client application (v 9.5.0) in a Windows Server 2012 R2
cannot find the certificates in this location and only works when this
location is specifically set using the sslcert and sslkey attributes when
connecting. Is this a bug or am I using a wrong path?

This an example of execution:

-------------------------------------------

C:\Program Files\PostgreSQL\9.5\data> ..\bin\psql
"postgresql://postgres(at)localhost/postgres"

psql: FATAL: connection requires a valid client certificate

FATAL: no pg_hba.conf entry for host "::1", user "postgres",
database"postgres", SSL off

C:\Program Files\PostgreSQL\9.5\data> ..\bin\psql
"postgresql://postgres(at)localhost/postgres?sslkey=postgresql\postgresql.key&sslcert=postgresql\postgresql.crt"

psql (9.5.0)

SSL connection (protocol: TLSv1.2, cipher:
ECDHE-RSA-AES256-GCM-SHA384,bits: 256, compression: off)

Type "help" for help.

postgres=#

--------------------------------

cheers