ENH: downloaders: Ensure directories for target exist #3646
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download_url() doesn't check that leading directories for a target
exist, resulting in a failing .download() call, but it's reasonable
for a download_url() caller to expect that directories will be created
if needed, especially given
git annex addurl --file ...
does so.Ensuring target directories exist seems desirable for all .download()
callers, so handle it within downloaders/base.py rather than in
download_url().
Fixes #3642.