fix: create configuration directory correctly

[a-kenji]

Correctly creates the configuration directory, if it does not exist yet.

This fixes the following confusing error:

thread 'main' panicked at data/src/config.rs:66:18:
expected permissions to create config folder: Os { code: 2, kind: NotFound, message: "No such fi}
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace

[casperstorm]

Thanks, @a-kenji - could you also add this change to CHANGELOG?

[a-kenji]

Added to the changelog and squashed the commits.