As noted in #29093, in py3, os.makedirs learned an exist_ok option that makes sage_makedirs entirely redundant.

https://docs.python.org/3/library/os.html#os.makedirs

Since then we have dropped py2 support, so we can deprecate sage_makedirs and replace all uses in the library.

CC: @mezzarobba @orlitzky

Component: refactoring

Author: Matthias Koeppe

Branch/Commit: d3b3252

Reviewer: Kwankyu Lee, Michael Orlitzky

Issue created by migration from https://trac.sagemath.org/ticket/32987