This `mkdir` is problematic as it doesn't create the directory
recursively. This casues errors if `dir` is `X/Y/Z` and both `Y` and `Z`
has not been created. An error will be returned (`No such file or
directory`).
This issue was fixed with: https://github.com/gem5/gem5/pull/263. The
checkpointing code already recursively creates directories as needed.
Ergo was can remove this `mkdir` statement.
Change-Id: Ibae38267c8ee1eba76d7834367aa1c54013365bc
1fe0056d3b