They get started in the background and stay around which comes with various problems:
* The files can't be deleted until they are stopped
* Some CI systems wait until all programs are stopped
* On a cygwin update we have to restart everything or forking will be broken
(though pacman takes care of that now by killing everything cygwin-like on a core update)
Ideally though they would just exit in a controlled way after we no longer need them.
The reason this uses GNUPGHOME instead of passing --home to gpgconf is that dirmngr started by
"pacman-key --refresh-keys" somehow couldn't be killed that way.
Maybe because gpg doesn't forward --homedir in that case. Setting GNUPGHOME helped.
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