Fixed the running a lzma program that is not under PATH

| Q               | A
| --------------- | ---
| Bug fix?        | yes
| New feature?    | no
| BC breaks?      | no
| Deprecations?   | no
| Tests pass?     | yes
| Related tickets |
| License         | GNU GPLv3

* Before:
The `xz` program must be in the `PATH`.

* After:
The `xz` program follow the same behaviour than `bash` and `ln`.