I was able to fix the problem by adding the following line within bin/config.sh:
HBASE_CONF_DIR="/etc/hbase/conf"
Indeed, Cloudera 5.9 doesn't set HBASE_CONF_DIR env variable automatically.
Another possible solution could be to set this parameter manually into .bash_profile or .profile (not .bashrc because it's read only when the shell is interactive).
I don't know whether this is the best solution or not but it works...
Best,
Flavio