Always check the man pages..
Ok, now you might have a dozen files which could contain the information, where the location of each file can be modified by environment variables. It's tolerable if you are working on something you change weekly, but a practical problem if you do it yearly or it's entirely new.
Of course, this doesn't help at all when software either doesn't have manpages, or doesn't include the list of files in the manpage. Just nitpicking your bash example.
When I'm searching for configuration file location, I do use '/FILES' or PgUp from the bottom of the manpage, so the length of the manpages is irrelevant.