Make `--out` to create parent directories

Fix #1389.

I don't sure this should be treated as a new feature.
Then do you want same changes for `spec/support/file_helper`?
https://github.com/bbatsov/rubocop/blob/b2a1d461b8a073c2263f7ba0719c904759e27231/spec/support/file_helper.rb#L10