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.
protected:
    struct Arg
    {
        std::string m_help_param;
        std::string m_help_text;
        unsigned int m_flags;
    };
    mutable RecursiveMutex cs_args;
    util::Settings m_settings GUARDED_BY(cs_args);
    std::vector<std::string> m_command GUARDED_BY(cs_args);
    std::string m_network GUARDED_BY(cs_args);
    std::set<std::string> m_network_only_args GUARDED_BY(cs_args);
    std::map<OptionsCategory, std::map<std::string, Arg>> m_available_args GUARDED_BY(cs_args);
    bool m_accept_any_command GUARDED_BY(cs_args){true};
    std::list<SectionInfo> m_config_sections GUARDED_BY(cs_args);
    mutable fs::path m_cached_blocks_path GUARDED_BY(cs_args);
    mutable fs::path m_cached_datadir_path GUARDED_BY(cs_args);
    mutable fs::path m_cached_network_datadir_path GUARDED_BY(cs_args);
    [[nodiscard]] bool ReadConfigStream(std::istream& stream, const std::string& filepath, std::string& error, bool ignore_invalid_keys = false);
    /**
     * Returns true if settings values from the default section should be used,
     * depending on the current network and whether the setting is
     * network-specific.
     */
    bool UseDefaultSection(const std::string& arg) const EXCLUSIVE_LOCKS_REQUIRED(cs_args);
 public:
    /**
     * Get setting value.
     *
     * Result will be null if setting was unset, true if "-setting" argument was passed