RocksDBStatebackend does not write checkpoints to backup path

[Paul Lam]

Hi,

I have a job (with Flink 1.6.4) which uses rocksdb incremental checkpointing, 
but the checkpointing always fails with `IllegalStateException`, 
because hen performing `RocksDBIncrementalSnapshotOperation`, rocksdb finds 
that `localBackupDirectory`, which should be created earlier
by rocksdb checkpoint, doesn’t exist. But there is no error message about 
failures of rocksdb checkpoint. 

What could possibly be the cause? Thanks a lot!

Best,
Paul Lam