Cache data are stored in the wrong directory if GMT_DATA_SERVER is set via environmental variable or via "gmt set"

When GMT is built with the default `GMT_DATA_SERVER` settings, the default data server is `oceania`.

```
$ gmt --version
6.6.0_6d36f98_2024.04.09

$ gmt --show-dataserver
http://oceania.generic-mapping-tools.org
```

For testing, we want to use the `static` data server, so that the GMT tests won't fail due to updates of cache files or remote files. This can be done by either setting the environmental variable `GMT_DATA_SERVER` or via CLI option `--GMT_DATA_SERVER=static`, but it doesn't work well.
```
$ export GMT_DATA_SERVER=static # Set via environmental variable

$ gmt --show-dataserver
http://static.generic-mapping-tools.org # The URL is correct
```

Now running `gmt which` to download a remote file. The debug messages are long, but the most important messages are shown below:
```
$ gmt which -Ga @earth_relief_01d_g -Vd
...
gmtwhich [DEBUG]: Get remote file http://static.generic-mapping-tools.org/server/earth/earth_relief/earth_relief_01d_g.grd and write to /Users/seisman/.gmt/server/earth/earth_relief/earth_relief_01d_g.grd
gmtwhich [DEBUG]: Download http://static.generic-mapping-tools.org/server/earth/earth_relief/earth_relief_01d_g.grd to /Users/seisman/.gmt/server/earth/earth_relief/earth_relief_01d_g.grd
gmtwhich [NOTICE]: Remote data courtesy of GMT data server static [http://static.generic-mapping-tools.org]
...
```
As you can see, GMT tries to download from the **static** data server, but save the file into `~/.gmt/server/` rather than `~/.gmt/static/server`.

The same thing happens when set `GMT_DATA_SERVER` configuration:
```
$ gmt set GMT_DATA_SERVER=static
$ gmt --show-dataserver
http://static.generic-mapping-tools.org

$ gmt which -Ga @earth_relief_01d_g -Vd
$ gmt which -Ga @earth_relief_01d_g -Vd --GMT_DATA_SERVER=static
```
Similarly,
```
export GMT_DATA_SERVER=static
$ gmt get -Dcache -V
gmtget [INFORMATION]: Downloading file http://static.generic-mapping-tools.org/gmt_data_server.txt ...
gmtget [INFORMATION]: Downloading file http://static.generic-mapping-tools.org/gmt_hash_server.txt ...
gmtget [ERROR]: Unable to access or read /Users/seisman/.gmt/server/gmt_hash_server.txt
```
`gmt_hash_server.txt` is downloaded to `~/.gmt/gmt_hash_server.txt`, but GMT tries to read it in `~/.gmt/server/gmt_hash_server.txt`.

I think this explains why @joa-quim has trouble using the static server https://github.com/GenericMappingTools/gmt/pull/8425#issuecomment-2040848702.