While backporting some things to Bitcoin ABC, I notice that GetDataDir is a bit awkward since it not only creates the directory in question, it also creates the wallets/ subdirectory ... but only if it was the first time creating the datadir (see #11466).

Why this is a bit weird:

• If something else during initialization happens to create the directory in question first (like GetBlocksDir), the wallets/ directory won't get created. This is particularly relevant for the net-specific case. In Bitcoin Core, GetDataDir(true) gets called before GetBlocksDir() but seemingly by accident: the former is called during InitLogging when fetching the default debug.log location, and the latter during AppInitParameterInteraction shortly afterwards. If InitLogging were changed slightly, it could inadvertently cause testnet/regtest to stop creating wallets/ directory.
• If someone creates the ~/.bitcoin directory just to host the bitcoin.conf before running first time, it won't create the mainnet wallets/ subdirectory.
• If running in -nowallet mode, it still creates the wallets/ directory. If running -regtest and -nowallet, it creates two wallets/ directories (the mainnet one and net-specific one) since both GetDataDir(false) and GetDataDir(true) get called during init.
• If a user were to run in -nowallet, then deleted the empty and apparently superfluous wallets/ directory, it will not get recreated if later run with wallet enabled. Then bitcoind will instead create wallet.dat in the bare directory.
• If bitcoind is compiled without wallet support, it still creates wallets/ directory (sometimes).

I think a more elegant solution would be to have wallets/ directory created in the wallet initialization, however I'm not an expert on the wallet part of the code and how this ought to behave.

(pinging @meshcollider from original PR)