When `bitcoin-cli` is run, **it, not bitcoind** creates an empty `~/.bitcoin/wallets` direcctory with `~` bring home of currently running user. This is weird and leads to user confusion because it happens even in cases when `bitcoin-cli` connects to a `bitcoind` running under a different user or probably on other machine.

**Expected behavior**

`bitcoin-cli` never modifies filesystem, especially not things that the daemon should take care of.

**Actual behavior**

`bitcoin-cli creates empty directory`

**To reproduce**

0. make sure `~/.bitcoin` does **not** exist under user A
1. install `bitcoind` and run it under a user B
2. run `bitcoin-cli getblockchaininfo` under user A
3. `ls ~/.bitcoin` under user A

For quick setup, you can try to use [my project](https://deb.ln-ask.me) in a Debian VM or using provided Docker file. Just `apt install bitcoin-regtest bitcoin-cli`, it's already pre-configured to run under a different user, so then just running `sudo bitcoin-cli getblockchaininfo && sudo ls /root/.bitcoin` should reproduce the issue.

**System information**

0.20 official release downloaded from `https://bitcoin.org/bin/bitcoin-core-...`, verified GPG signature from Wladimir.

OS: Linux Debian Buster
CPU: Intel x86_64
Disk: NVMe SSD
FS: ext4

I don't think configuration is relevant since `bitcoin-cli` is **not** informed where to find it (via parameters or otherwise) and thus it can **not** access it. I also added `-rpcport` and `-rpccookiefile` parameters explicitly but I don't think it's relevant.

Loosely related to #16220, but not a duplicate.
assert(util::SettingsSpan(*includes).last_negated());
                use_conf_file = false;
            }
        }
        if (use_conf_file) {
            std::string chain_id = GetChainName();
            std::vector<std::string> conf_file_names;
            auto add_includes = [&](const std::string& network, size_t skip = 0) {
                size_t num_values = 0;
                LOCK(cs_args);
                if (auto* section = util::FindKey(m_settings.ro_config, network)) {
                    if (auto* values = util::FindKey(*section, "includeconf")) {
                        for (size_t i = std::max(skip, util::SettingsSpan(*values).negated()); i < values->size(); ++i) {
                            conf_file_names.push_back((*values)[i].get_str());
                        }
                        num_values = values->size();
                    }
                }
                return num_values;
            };
            
            
            const size_t chain_includes = add_includes(chain_id);
            const size_t default_includes = add_includes({});
            for (const std::string& conf_file_name : conf_file_names) {
                std::ifstream conf_file_stream{GetConfigFile(fs::PathFromString(conf_file_name))};
                if (conf_file_stream.good()) {
                    if (!ReadConfigStream(conf_file_stream, conf_file_name, error, ignore_invalid_keys)) {
                        return false;