settings: Only call MkdirAll on save

Previously settingsFileName() created the ~/.config/pprof directory
if it did not exist. However, this is not possible for user nobody,
since its home directory is set to "/nonexistent". Instead, only
create the directory when we actually attempt to save the file, so
the error will happen at the appropriate interaction. This als
prevents pprof from creating empty settings directories.

Fixes the following error when running pprof's web UI as user nobody:

    mkdir /nonexistent: permission denied