With opinion=True (default) and ensure_exists=True.
Minimal reproducible example:

from platformdirs import PlatformDirs
app_dirs = PlatformDirs("app", ensure_exists=True)
open(app_dirs.user_log_path / "app.log", "w")

Expected: ~/.local/state/app/log/app.log is created.
Actual: only ~/.local/state/app is created, got FileNotFoundError.

No error with opinion=False, file ~/.local/state/app/app.log is created.