text: Title: SQLAlchemy must create parent folders when initializing sqlite connection
  Body: Same as #281 but for SQLAlchemy client:
  
  https://github.com/ploomber/ploomber/blob/088c7f2b3605b4f624f804e206078d7d8d35baf5/src/ploomber/clients/db.py#L107
  
  We can use the `flavor` property in the constructor to determine whether we are dealing with a sqlite db or not.