Maybe we can use the old location if it exists and the new one doesn't?

I'm also curious what other tools use in this case, I'll try to do a survey later.

I checked a few programs in my (Linux) ~/.config:

• Fish uses ~/.config and listens to XDG variables. And IIRC the maintainer works at Apple.
• htop follows XDG on all platforms.
• psysh follows XDG everywhere besides Windows.
• mpv follows XDG on macOS, with a similar fallback where it uses a legacy dir only if the legacy dir exists and the new one doesn't. It only uses fancy macOS dirs for its cache.
• Syncthing uses Application Support/. But this is not a CLI tool.

I'm sold, ~/.config is the way to go for CLI tools.

HTTPie prioritizes its own legacy ~/.httpie fallback if that exists, without checking the XDG dir, so a bit simpler than my suggestion. But I think the more complicated logic is worth it.