Create events directory for handlers if ETP enabled

[larohra]

Description

Issue #

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PR information

• The title of the PR is clear and informative.
• There are a small number of commits, each of which has an informative message. This means that previously merged commits do not appear in the history of the PR. For information on cleaning up the commits in your pull request, see this page.
• If applicable, the PR references the bug/issue that it fixes in the description.
• New Unit tests were added for the changes made

Quality of Code and Contribution Guidelines

• I have read the contribution guidelines.

[codecov]

Codecov Report

Merging #2366 (7f110ac) into develop (737fa17) will increase coverage by 0.02%.
The diff coverage is 100.00%.

@@             Coverage Diff             @@
##           develop    #2366      +/-   ##
===========================================
+ Coverage    70.87%   70.90%   +0.02%     
===========================================
  Files           97       97              
  Lines        14096    14100       +4     
  Branches      2030     2031       +1     
===========================================
+ Hits          9991     9997       +6     
+ Misses        3656     3655       -1     
+ Partials       449      448       -1     

Impacted Files	Coverage Δ
azurelinuxagent/ga/update.py	88.28% <100.00%> (+0.06%)	⬆️
azurelinuxagent/common/protocol/goal_state.py	91.48% <0.00%> (-0.83%)	⬇️
azurelinuxagent/common/event.py	85.97% <0.00%> (+0.67%)	⬆️
azurelinuxagent/ga/collect_telemetry_events.py	90.41% <0.00%> (+0.68%)	⬆️

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