[IR] Remove mkdirs call in external tensor save (#2033)

The user should ensure the directory exists. This is consistent with the
behavior of `torch.export.save` and other python methods.

onnxscript/ir/external_data.py

@@ -245,8 +245,6 @@ def convert_tensors_to_external(
         should match the input tensor order.
     """
     path = os.path.join(base_dir, relative_path)
-    # Check if file path is valid, and create subsequent subdirectories within the path if they don't exist
-    os.makedirs(os.path.dirname(path), exist_ok=True)
 
     # Check if output path exists. Load pre-existing external data if it does.
     if os.path.exists(path):