TestBuildAddTarXz: xz with '-k' due to msys bug

TestBuildAddTarXz/TestBuildAddTarXzGz make exec calls like
'cd %SOME_TEMP_DIR%; xz test.gz' but this fails when called
from integration-cli tests (doesn't fail from msys or cmd shell).

It fails with error: "xz: test.tar: Cannot remove: Permission denied."
Proposing workaround of using the `xz --keep` argument since keeping
test.tar is harmless and it's already in os.TempDir().

Signed-off-by: Ahmet Alp Balkan <ahmetalpbalkan@gmail.com>