dataPath("") will give you the path to the data folder. dataPath("filename") gives the full path to the file in the data folder, actually.
On Windows at least, it is an absolute path.

Sorry for not being clear: 

My experiment:

1. void setup()
2. {
3.   String[] lines = new String[2];
4.   lines[0] = dataPath("");
5.   lines[1] = sketchPath("");
6.   saveStrings("H:/Temp/Paths.txt", lines);
7.   exit();
8. }

Exported to H:\PhiLhoSoft\Processing\Test\application.windows\Test.exe
Ran from C:\Temp for example (or other places).
Got in the file:
H:\PhiLhoSoft\Processing\Test\application.windows\data\
H:\PhiLhoSoft\Processing\Test\application.windows\
So, at least on Windows, this works.

sketchPath actually uses System.getProperty("user.dir") to know where it is.
This is defined as being the User working directory, ie., according this Stackoverflow answer, " the current directory the user is executing the program, rather than where the program is located".
Looks like Windows and Linux have a different notion of this concept...
Apparently, MacOS too have a similar "issue"'.

Well frankly, a  workaround would help me.