Python LocalFileSystem directory-creation semantics

Coming out of discussion on [BEAM-4742](https://issues.apache.org/jira/browse/BEAM-4742) / [#5903](https://github.com/apache/beam/pull/5903) is a question of whether `LocalFileSystem.{open,create,copy,rename}` should create intermediate (destination) directories, or fail with `IOError`'s (as the stdlib `os` module generally will).

If the semantics of `LocalFileSystem` should mimic those of distributed filesystems (in the spirit of [recent discussion about `DirectRunner` being more like a local simulation of a distributed runner than a production-grade local runner|https://www.mail-archive.com/dev@beam.apache.org/msg08410.html]), then this makes sense, and it sounds like [~lcwik] and [~angoenka] are in favor of this interpretation.

I'll repurpose [#5903](https://github.com/apache/beam/pull/5903) to this end unless I hear otherwise.

Imported from Jira [BEAM-4747](https://issues.apache.org/jira/browse/BEAM-4747). Original Jira may contain additional context.
Reported by: rdub.