Do not auto create destination folder to align with other transports not being able to send a message when a queue does not exist

Author: ramonsmits

src/NServiceBus.Core/Transports/Learning/LearningTransportDispatcher.cs

@@ -66,7 +66,10 @@ async Task WriteMessage(string destination, IOutgoingTransportOperation transpor
         var destinationPath = Path.Combine(basePath, destination);
         var bodyDir = Path.Combine(destinationPath, LearningTransportMessagePump.BodyDirName);
 
-        Directory.CreateDirectory(bodyDir);
+        if (!Directory.Exists(bodyDir))
+        {
+            throw new DirectoryNotFoundException("Destination folder does not exist. Ensure receiving endpoint has created the folder and check casing if storage is case-sensitive.");
+        }
 
         var bodyPath = Path.Combine(bodyDir, nativeMessageId) + LearningTransportMessagePump.BodyFileSuffix;