%USERPROFILE%\AppData\Local\Programs\Git
It appears 2.19+ that change in the Git for Windows setup started.
YES! 
For those who want to go this route without having to dig/remember deep paths to access this every time, I recommend:
One time
- Start Local with only your current site running
- Go to ~/AppData/Roaming/Local/ssh-entry/
- Copy the filename/path for the only .sh that is currently listed
- Go to your VS Code project workspace (same place that /app/public/ would contain your WP installation) and create ssh.sh with one line to execute the Local specific .sh file. Example
“sh ~/AppData/Roaming/Local/ssh-entry/_LL1zMTxi.sh”
Any/Every time
- Ensure your Local site is started
- From your VS Code terminal run “sh ssh.sh” and the local script will run giving you WP-cli goodness!
** Optional: Add that script to your .bashrc or .bash_profile to have it execute anytime the VS Code terminal opens.*