Prevent os.makedirs("") crash for relative session file paths

[ajma]

If the environment variable MANAGED_SPARK_CONNECT_ACTIVE_SESSION_FILE_PATH (or its deprecated alias) is configured as a relative path without any directory components (e.g., "session.json"), os.path.dirname(file_path) will return an empty string "". Calling os.makedirs("", exist_ok=True) will then raise a FileNotFoundError, crashing the session creation process.

To prevent this, ensure that os.makedirs is only called when the directory path is non-empty.

                            dir_name = os.path.dirname(file_path)
                            if dir_name:
                                os.makedirs(dir_name, exist_ok=True)

Originally posted by @gemini-code-assist[bot] in #188 (comment)