`open_database` avoids creating a wallet dir if...

`open_database` avoids creating a wallet dir if...
...not necessary

This is useful for the wasm integration, where we want to call the
`open_database` function directly, without wanting it to create any
directories.
Note that when using bdk-cli normally, it won't create a db directory
if it's useless, but it will still create a base directory (even if
empty). This is suboptimal, but fixing it would require a quite big
refactor to the code.