Cannot load an environment after "env.generate_classes()" on windows

[BDonnot]

Environment

• Grid2op version: 1.6.5
• System: windows
• Additional system information

Bug description

After you manage to save the classes to files (using the env.generate_classes() function) you cannot load it back because of \ character in windows path...

How to reproduce

Just execute:

Code snippet

import grid2op
from lightsim2grid import LightSimBackend

env_name = "l2rpn_icaps_2021_small"

if __name__ == "__main__":
    env_tmp = grid2op.make(env_name, backend=LightSimBackend())
    env_tmp.generate_classes()
    
    env_tmp2 = grid2op.make(env_name,
                            backend=LightSimBackend(),
                            experimental_read_from_local_dir=True)

Current output

SyntaxError: (unicode error) 'unicodeescape' codec can't decode bytes in position 2-3: truncated \UXXXXXXXX escape

Expected output

NO ERROR