config: create parent directories in mkdir applier

Before this patch an attempt to set, say, `wal.dir` option to a
non-existent directory `foo` succeeds, while the same with `foo/bar`
directory fails.

The patch removes a race condition check, because `fio.mktree()`
performs the check on its own. See #4660 for details.

Part of #8862

NO_DOC=It is a bugfix.