download_to does not create non-existent parent directories

[pjbull]

A call like cloud_path.download_to("a/b/c/d.txt") will possibly (though not certainly depending on backend, see #56) error if local directories a or b or c does not exist.

This is similar to other pathlib functions, but annoying for developers. Tracking disucssion of the preferred approach in this issue.

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Discussion for context:

That is doubly true. First, that pathlib never creates dirs for you, and second that it is inconvenient annoying. In a bunch of our projects we've got a repeated path.parent.mkdir(exist_ok=True, parents=True) before each path write.

I don't feel strongly either way. I didn't track down a reason for pathlib not creating dirs in some cursory searching of the Python bug tracker / mailing list, and I would be curious to see discussion why file creation methods (like write_text for example) wouldn't create the full path. I guess it's not explicitly saying to create a directory, but Path("asdf/asdf/asdf.txt").write_text("asdf") does seem pretty explicit...

In the absence of a reason not to, I'm inclined to create directories since that feels more useful and more like the API I would want to use in my development experience, but happy to punt the discussion to an issue as well.

I guess my inclination is to punt for now. Given that the precedent is to not create directories for you automatically, not just for pathlib, but also for shells like bash, I think it makes sense to standardize at first on that. If we decide otherwise, I think we should make a concerted effort to do that consistently everywhere in cloudpathlib, and also test for it everywhere.

Originally posted by @jayqi in #52 (comment)