Fix WinOS paths issues in MultiDirChooser

[ChenglongMa]

Hello there!

Make sure you've followed the Contributing guidelines before finalizing your pull request.

TL;DR:

• You're opening this PR against the current release branch
• Works on both Python 2.7 & Python 3.x
• Commits have been squashed and includes the relevant issue number
• Pull request description contains link to relevant issue or detailed notes on changes
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• All existing tests pass
• Your bug fix / feature has associated test coverage
• README.md is updated (if relevant)

Changelog

Since wxPython v4.2.1 has been released, it has fixed the wxWidgets/Phoenix#2120 issue (in v4.2.0).

It's time to roll back to the version before #554.
Also, this PR is related to #854.

Thanks!

[ChenglongMa]

Or you can restrict the version number of wxPython to 4.1.0:

In requirements.txt

wxpython==4.1.0

In setup.py

deps = [
    ...
    'wxpython==4.1.0',
    ...
]