If you want to add a directory, you don’t want wildcards. Wildcards add the contents of a directory but not the directory itself. Just --add-data program/config:config gives me the following which I’m guessing is what you want?
_MEI.../ ├── base_library.zip ├── config │ ├── development │ │ └── config │ │ ├── file1 │ │ └── file2 │ ├── file1 │ └── file2 ├── the usual generic stuff