### What changes were proposed in this pull request?
In Spark CLI, we create a hive `CliSessionState` and it does not load the `hive-site.xml`. So the configurations in `hive-site.xml` will not take effects like other spark-hive integration apps.
Also, the warehouse directory is not correctly picked. If the `default` database does not exist, the `CliSessionState` will create one during the first time it talks to the metastore. The `Location` of the default DB will be neither the value of `spark.sql.warehousr.dir` nor the user-specified value of `hive.metastore.warehourse.dir`, but the default value of `hive.metastore.warehourse.dir `which will always be `/user/hive/warehouse`.
### Why are the changes needed?
fix bug for Spark SQL cli to pick right confs
### Does this PR introduce any user-facing change?
yes, the non-exists default database will be created in the location specified by the users via `spark.sql.warehouse.dir` or `hive.metastore.warehouse.dir`, or the default value of `spark.sql.warehouse.dir` if none of them specified.
### How was this patch tested?
add cli ut
Closes#27933 from yaooqinn/SPARK-31170.
Authored-by: Kent Yao <yaooqinn@hotmail.com>
Signed-off-by: Wenchen Fan <wenchen@databricks.com>
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