[SPARK-4792] Add error message when making local dir unsuccessfully

If execution reaches this branch, doesn't that already imply that `!newDir.exists()`?  Is there a reason that this patch can't be as simple as throwing an exception if `!newDir.mkdir()`?  After this check, `subDirs` will only contain the paths of directories that exist, so you won't need to perform a redundant `&& old.exists()` check up on line 70.