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.
{
    if (!gArgs.GetSettingsPath()) {
        return true; 
    }
    std::vector<std::string> errors;
    if (!gArgs.ReadSettingsFile(&errors)) {
        std::string error = QT_TRANSLATE_NOOP("bitcoin-core", "Settings file could not be read");
        std::string error_translated = QCoreApplication::translate("bitcoin-core", error.c_str()).toStdString();
        InitError(Untranslated(strprintf("%s:\n%s\n", error, MakeUnorderedList(errors))));
        QMessageBox messagebox(QMessageBox::Critical, PACKAGE_NAME, QString::fromStdString(strprintf("%s.", error_translated)), QMessageBox::Reset | QMessageBox::Abort);
        /*: Explanatory text shown on startup when the settings file cannot be read.
            Prompts user to make a choice between resetting or aborting. */
        messagebox.setInformativeText(QObject::tr("Do you want to reset settings to default values, or to abort without making changes?"));
        messagebox.setDetailedText(QString::fromStdString(MakeUnorderedList(errors)));
        messagebox.setTextFormat(Qt::PlainText);
        messagebox.setDefaultButton(QMessageBox::Reset);
        switch (messagebox.exec()) {
        case QMessageBox::Reset:
            break;
        case QMessageBox::Abort:
            return false;
        default:
            assert(false);
        }
    }