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.
#include <util/system.h>
#include <chainparamsbase.h>
#include <fs.h>
#include <sync.h>
#include <util/check.h>
#include <util/getuniquepath.h>
#include <util/strencodings.h>
#include <util/string.h>
#include <util/syserror.h>
#include <util/translation.h>
#if (defined(__FreeBSD__) || defined(__OpenBSD__) || defined(__DragonFly__))
#include <pthread.h>
#include <pthread_np.h>
#endif
#ifndef WIN32
#ifdef __linux__
#ifdef _POSIX_C_SOURCE
#undef _POSIX_C_SOURCE
#endif
#define _POSIX_C_SOURCE 200112L
#endif 
#include <algorithm>
#include <cassert>
#include <fcntl.h>
#include <sched.h>
#include <sys/resource.h>
#include <sys/stat.h>