Based on btc#6702 btc#6701

As the libsecp256k1 context was only initialized in the TestingSetup, we have been forced to use it when sometimes it is not necessary (TestingSetup is a complete setup that includes CConnman, scheduler, validation interface, etc).

This commit attempts to clarify and correct the `-blocksdir` argument
description and default value. `-blocksdir` does not refer to the full
path to the actual `blocks` directory, but rather the root/parent
directory which contains the `blocks` directory. Accordingly, the
default value is `<datadir>` and not `<datadir>/blocks`. It also
attempts to clarify that only the `.dat` files containing block data are
impacted by `-blocksdir`, not the index files.

The blocks directory is net specific by definition.

Also this prevents the side effect of calling GetBlocksDir(false) in the
non-mainnet environment.

A new node should not create an unused `blocks` directory in the root of
the data directory when `-testnet` or `-regtest` is specified.

Rather than both.

Introduced in 386a6b6

This commit does not change behavior as GetBlocksDir() with unset
"-blocksdir" returns the same path.

Use case: TryCreateDirectory(GetDataDir() / "blocks" / "index") would
fail if the blocks directory was not explicitly created before.

The line that did so was in a weird location and could be removed as a
result.