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.
{
    std::string str, prefix;
    std::string::size_type pos;
    int linenr = 1;
    while (std::getline(stream, str)) {
        bool used_hash = false;
        if ((pos = str.find('#')) != std::string::npos) {
            str = str.substr(0, pos);
            used_hash = true;
        }
        const static std::string pattern = " \t\r\n";
        str = TrimString(str, pattern);
        if (!str.empty()) {
            if (*str.begin() == '[' && *str.rbegin() == ']') {
                const std::string section = str.substr(1, str.size() - 2);
                sections.emplace_back(SectionInfo{section, filepath, linenr});
                prefix = section + '.';
            } else if (*str.begin() == '-') {
                error = strprintf("parse error on line %i: %s, options in configuration file must be specified without leading -", linenr, str);
                return false;
            } else if ((pos = str.find('=')) != std::string::npos) {
                std::string name = prefix + TrimString(std::string_view{str}.substr(0, pos), pattern);
                std::string_view value = TrimStringView(std::string_view{str}.substr(pos + 1), pattern);
                if (used_hash && name.find("rpcpassword") != std::string::npos) {
                    error = strprintf("parse error on line %i, using # in rpcpassword can be ambiguous and should be avoided", linenr);
                    return false;
                }