The function choose_xdisplay() calls open_display_sockets() which calls
ensure_x11_unix_dir().

We don't need to do that from within the loop though, as the directory
/tmp/.X11-unix is the same regardless of the display number.

Move the call to ensure_x11_unix_dir() from open_display_sockets() to
choose_xdisplay() prior to enter the display loop.

Part-of: <!1669>