output_file_validator should try to create parent_directory

[eseiler]

I often do not use the output_file_validator because the output directory needs to exist. What I end up doing is trying to create the parent directory and check the status of that.

[smehringer]

Core Meeting 2022-03-22:

This behavior should be possible but not the default.

We want to this via the output_file_open_options so the API does not break.

@eseiler will try how this could be done.