Ref: https://curl.se/mail/archive-2025-04/0011.html
Closes #17217
If no ETag is sent by the server, an empty file is created.
+In many situations you want to use an existing etag in the request to avoid
+downloading the same resource again but also save the new etag if it has
+indeed changed, by using both etag options --etag-save and --etag-compare with
+the same filename, in the same command line.
+
Starting in curl 8.12.0, using the --create-dirs option can also create
missing directory components for the path provided in --etag-save.