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::set<std::string> ArgsManager::GetUnsuitableSectionOnlyArgs() const
{
    std::set<std::string> unsuitables;
    LOCK(cs_args);
    
    if (m_network.empty()) return std::set<std::string> {};
    
    if (m_network == CBaseChainParams::MAIN) return std::set<std::string> {};
    for (const auto& arg : m_network_only_args) {
        if (OnlyHasDefaultSectionSetting(m_settings, m_network, SettingName(arg))) {
            unsuitables.insert(arg);
        }
    }
    return unsuitables;
}
std::list<SectionInfo> ArgsManager::GetUnrecognizedSections() const
{
    
    static const std::set<std::string> available_sections{
        CBaseChainParams::REGTEST,
        CBaseChainParams::SIGNET,
        CBaseChainParams::TESTNET,
        CBaseChainParams::MAIN
    };
    LOCK(cs_args);
    std::list<SectionInfo> unrecognized = m_config_sections;
    unrecognized.remove_if([](const SectionInfo& appeared){ return available_sections.find(appeared.m_name) != available_sections.end(); });
    return unrecognized;
}
void ArgsManager::SelectConfigNetwork(const std::string& network)