Enable auto_mkdir for local filesystem

dlt/common/storages/fsspec_filesystem.py

@@ -31,7 +31,10 @@
     AzureCredentials,
 )
 from dlt.common.exceptions import MissingDependencyException
-from dlt.common.storages.configuration import FileSystemCredentials, FilesystemConfiguration
+from dlt.common.storages.configuration import (
+    FileSystemCredentials,
+    FilesystemConfiguration,
+)
 from dlt.common.time import ensure_pendulum_datetime
 from dlt.common.typing import DictStrAny
 
@@ -144,6 +147,8 @@ def fsspec_from_config(config: FilesystemConfiguration) -> Tuple[AbstractFileSys
     fs_kwargs = prepare_fsspec_args(config)
 
     try:
+        if config.bucket_url.startswith("file://"):
+            fs_kwargs["auto_mkdir"] = True
         return url_to_fs(config.bucket_url, **fs_kwargs)  # type: ignore
     except ModuleNotFoundError as e:
         raise MissingDependencyException(