create empty stub dir if it does not exist

I get the error:
```python
Traceback (most recent call last):
  File "setup.py", line 29, in <module>
    stub_dirs = [''] + [name for name in os.listdir(base)
FileNotFoundError: [Errno 2] No such file or directory: 'stubs/3.3'
```

This is because 3.3 doesn't exist (either because its empty or was omitted).
I considered just skipping it, but it appears in build.py that it is implicitly assumed to exist.