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.
bool FileCommit(FILE *file);
/**
 * Sync directory contents. This is required on some environments to ensure that
 * newly created files are committed to disk.
 */
void DirectoryCommit(const fs::path &dirname);
bool TruncateFile(FILE *file, unsigned int length);
int RaiseFileDescriptorLimit(int nMinFD);
void AllocateFileRange(FILE *file, unsigned int offset, unsigned int length);
/**
 * Rename src to dest.
 * @return true if the rename was successful.
 */
[[nodiscard]] bool RenameOver(fs::path src, fs::path dest);
bool LockDirectory(const fs::path& directory, const fs::path& lockfile_name, bool probe_only=false);
void UnlockDirectory(const fs::path& directory, const fs::path& lockfile_name);
bool DirIsWritable(const fs::path& directory);
bool CheckDiskSpace(const fs::path& dir, uint64_t additional_bytes = 0);
/** Get the size of a file by scanning it.
 *
 * @param[in] path The file path
 * @param[in] max Stop seeking beyond this limit
 * @return The file size or max
 */
std::streampos GetFileSize(const char* path, std::streamsize max = std::numeric_limits<std::streamsize>::max());
/** Release all directory locks. This is used for unit testing only, at runtime
 * the global destructor will take care of the locks.
 */
void ReleaseDirectoryLocks();
bool TryCreateDirectories(const fs::path& p);