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.
{
    auto get_net = [&](const std::string& arg) {
        LOCK(cs_args);
        util::SettingsValue value = util::GetSetting(m_settings,  "", SettingName(arg),
             false,
            false,
             true);
        return value.isNull() ? false : value.isBool() ? value.get_bool() : InterpretBool(value.get_str());
    };
    const bool fRegTest = get_net("-regtest");
    const bool fSigNet  = get_net("-signet");
    const bool fTestNet = get_net("-testnet");
    const bool is_chain_arg_set = IsArgSet("-chain");
    if ((int)is_chain_arg_set + (int)fRegTest + (int)fSigNet + (int)fTestNet > 1) {
        throw std::runtime_error("Invalid combination of -regtest, -signet, -testnet and -chain. Can use at most one.");
    }
    if (fRegTest)
        return CBaseChainParams::REGTEST;
    if (fSigNet) {
        return CBaseChainParams::SIGNET;
    }
    if (fTestNet)
        return CBaseChainParams::TESTNET;
    return GetArg("-chain", CBaseChainParams::MAIN);
}
bool ArgsManager::UseDefaultSection(const std::string& arg) const