legacy: legacy directory pre-creation

* Ensures legacy directories are pre-created
  upon legacy extension setup_app() call.
  (closes #1789)

Signed-off-by: Samuele Kaplun <samuele.kaplun@cern.ch>
*NOTE* this is really just being picky.
```python
app.logger.error('Can not properly create directory "{path}" for '
                 'legacy variable "{name}": {error}'.format(
                     path=path, name=cfg_dir, error=err))
```