create CachingTransport dirs in constructor

[SimonCropp]

fixes #1429

[codecov-commenter]

Codecov Report

Merging #1432 (547c127) into main (6f7d05c) will decrease coverage by 0.00%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main    #1432      +/-   ##
==========================================
- Coverage   82.78%   82.77%   -0.01%     
==========================================
  Files         219      219              
  Lines        7350     7346       -4     
  Branches     1409     1409              
==========================================
- Hits         6085     6081       -4     
  Misses        838      838              
  Partials      427      427              

Impacted Files	Coverage Δ
src/Sentry/Internal/Http/CachingTransport.cs	85.43% <100.00%> (-0.38%)	⬇️

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