Do not save .qgd file alongside .qgs when it's not used

[pblottiere]

Description

The aim of this PR is to save a .qgd file (database used for auxiliary storage) alongside .qgs only when it's effectively used.

See: http://osgeo-org.1560.x6.nabble.com/QGIS-Developer-Discussing-qgd-files-td5356740.html

Checklist

• Commit messages are descriptive and explain the rationale for changes
• Commits which fix bugs include fixes #11111 in the commit message next to the description
• Commits which add new features are tagged with [FEATURE] in the commit message
• Commits which change the UI or existing user workflows are tagged with [needs-docs] in the commit message and containt sufficient information in the commit message to be documented
• I have read the QGIS Coding Standards and this PR complies with them
• This PR passes all existing unit tests (test results will be reported by travis-ci after opening this PR)
• New unit tests have been added for core changes
• I have run the scripts/prepare-commit.sh script before each commit

[nyalldawson]

Nice fix! Any chance of a unit test too?

[pblottiere]

Any chance of a unit test too?

Done :)