Abort if the instance folder cannot be created

[marcows]

According to the comment, the instance folder should exist in any case. But a PermissionError was ignored silently.

Since Python 3.9 is the minimum required version, it is safe to use "exist_ok" added in Python 3.2 and avoid exception handling.

[davidism]

Make sure you update the code in the examples dir as well. Does any surrounding text need to be updated? Docs changes should be targetted at stable, so that they're available in the current docs.

[marcows]

My branch was already based on stable, but it got wrong in the PR. I fixed that.

Code in examples/ had already been updated, no further surrounding text needs changes, even the os.makedirs description further below fits better than before.

The surrounding code in examples/ already wasn't in sync with the docs, though.