Create necessary directories for `--print-to-file`

Closes #2721

yt_dlp/YoutubeDL.py

@@ -2735,6 +2735,7 @@ class YoutubeDL(object):
             filename = self.evaluate_outtmpl(file_tmpl, info_dict)
             tmpl = format_tmpl(tmpl)
             self.to_screen(f'[info] Writing {tmpl!r} to: {filename}')
+            if self._ensure_dir_exists(filename):
                 with io.open(filename, 'a', encoding='utf-8') as f:
                     f.write(self.evaluate_outtmpl(tmpl, info_copy) + '\n')