This case is similar to issue 29079. It should only attempt to make the parent to handle ENOENT if self and self.parent aren't equal. Here's the snippet from Path.mkdir:

    try:
        self._accessor.mkdir(self, mode)
    except FileExistsError:
        if not exist_ok or not self.is_dir():
            raise
    except OSError as e:
        if e.errno != ENOENT:
            raise
        self.parent.mkdir(parents=True)
        self._accessor.mkdir(self, mode)