Fix and make LocalFilesystemResource.write consistent with the other FS (GCS, S3)

[tramora]

Before writing the target file, if a folder is missing in the file path, it is automatically created

Fixes #557

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TODO Before Asking for a Review

• Rebase your branch to the latest version of main (or main-v10)
• Make sure all CI workflows are green
• When adding a public feature/fix: Update the Unreleased section of CHANGELOG.md (no date)
• Self-Review: Review "Files Changed" tab and fix any problems you find
• API Docs (only if there are changes in docstrings, rst files or samples):
  • Check the docs build without warning: see the log of the API Docs workflow
  • Check that your changes render well in HTML: download the API Docs artifact and open index.html
  • If there are any problems it is faster to iterate by building locally the API Docs

[popescu-v]

Some code simplifications (see the comments), in the tests.