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.
{
    {
        LOCK(cs_args);
        m_settings.ro_config.clear();
        m_config_sections.clear();
    }
    const fs::path conf_path = GetPathArg("-conf", BITCOIN_CONF_FILENAME);
    std::ifstream stream{GetConfigFile(conf_path)};
    
    if (IsArgSet("-conf") && !stream.good()) {
        error = strprintf("specified config file \"%s\" could not be opened.", fs::PathToString(conf_path));
        return false;
    }
    
    if (stream.good()) {
        if (!ReadConfigStream(stream, fs::PathToString(conf_path), error, ignore_invalid_keys)) {
            return false;
        }
        
        
        bool use_conf_file{true};
        {
            LOCK(cs_args);
            if (auto* includes = util::FindKey(m_settings.command_line_options, "includeconf")) {