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.
{
    Assert(cmd.find('=') == std::string::npos);
    Assert(cmd.at(0) != '-');
    LOCK(cs_args);
    m_accept_any_command = false; 
    std::map<std::string, Arg>& arg_map = m_available_args[OptionsCategory::COMMANDS];
    auto ret = arg_map.emplace(cmd, Arg{"", help, ArgsManager::COMMAND});
    Assert(ret.second); 
}
void ArgsManager::AddArg(const std::string& name, const std::string& help, unsigned int flags, const OptionsCategory& cat)
{
    Assert((flags & ArgsManager::COMMAND) == 0); 
    
    size_t eq_index = name.find('=');
    if (eq_index == std::string::npos) {
        eq_index = name.size();
    }
    std::string arg_name = name.substr(0, eq_index);
    LOCK(cs_args);
    std::map<std::string, Arg>& arg_map = m_available_args[cat];
    auto ret = arg_map.emplace(arg_name, Arg{name.substr(eq_index, name.size() - eq_index), help, flags});
    assert(ret.second); 
    if (flags & ArgsManager::NETWORK_ONLY) {
        m_network_only_args.emplace(arg_name);
    }
}
void ArgsManager::AddHiddenArgs(const std::vector<std::string>& names)