--cache_dir creates directory, but only one level deep

[mtzguido]

This tripped me in Pulse examples where the directory is _output/cache, and set in the extension config, so the extension would not start.

$ fstar.exe --cache_dir d1 # OK
* Error 5:
  - No file provided

1 error was reported (see above)
$ fstar.exe --cache_dir d2/d3 # fails to process the option
wrong argument given to option `cache_dir`