Ensure that XDG_DATA_HOME is created before using it

Ensure that XDG_DATA_HOME is created before using it

The recently-used.xbel storage for recently used files is located inside
the $XDG_DATA_HOME directory; there's no actual guarantee that the
directory has been created already, even though it's very highly
probable on any modern distribution. We should create it, along with its
intermediate parents, before constructing the file monitor that we use
to get change notifications.

https://bugzilla.gnome.org/show_bug.cgi?id=671817

https://bugzilla.gnome.org/show_bug.cgi?id=667808