[rubygems/rubygems] Fix test issues surfaced using a stricter behavior of `FileUtils`

We were trying to remove directories using `FileUtils.rm_f` which is
unexpected and does not remove anything. Changing to `FileUtils.rm_rf`
actually removes the directories properly. That itself showed other
issues:

* One test was actually removing the gem package it was about to
  install, since it was living in the cache folder. To fix that, avoid
  removing the cache folder, and only make sure the other directories
  are created automatically, which seems enough.

* Another test was actually removing an incorrect directory. Change it
  to remove the right one (the one that's asserted later to have been
  created).

https://github.com/rubygems/rubygems/commit/5538e7ff20

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