cmd: make sure to have 'testnet' create the data directory for nonvals (#3409)

Fixes #3408

CHANGELOG_PENDING.md

@@ -3,6 +3,7 @@
 **
 
 Special thanks to external contributors on this release:
+@srmo
 
 ### BREAKING CHANGES:
 
@@ -45,3 +46,4 @@ Special thanks to external contributors on this release:
 - [p2p/conn] \#3347 Reject all-zero shared secrets in the Diffie-Hellman step of secret-connection
 - [libs/pubsub] \#951, \#1880 use non-blocking send when dispatching messages [ADR-33](https://github.com/tendermint/tendermint/blob/develop/docs/architecture/adr-033-pubsub.md)
 - [p2p] \#3369 do not panic when filter times out
+- [cmd] \#3408 Fix `testnet` command's panic when creating non-validator configs (using `--n` flag) (@srmo)

cmd/tendermint/commands/testnet.go

@@ -115,6 +115,12 @@ func testnetFiles(cmd *cobra.Command, args []string) error {
 			return err
 		}
 
+		err = os.MkdirAll(filepath.Join(nodeDir, "data"), nodeDirPerm)
+		if err != nil {
+			_ = os.RemoveAll(outputDir)
+			return err
+		}
+
 		initFilesWithConfig(config)
 	}