I'm aware that SETLOCAL does affect the working directory, but I concur with
Paul Emmons.
SETLOCAL's help only mention "environment". For those who are new to CMD,
would think that it means the environment variables. For those who are
already familiar with CMD, may have already know this and the "environment"
in that context, means the command prompt (or terminal) environment.
However, this is not true (at least on Windows 7 version of CMD). SETLOCAL
does not affect the states of: ECHO, DPATH, VERIFY, color, and title of the
console window. So IMO, SETLOCAL's help is not being clear enough.