Turns out the only reason initdb -X worked is that pg_mkdir_p won't
whine if you point it at something that's a symlink to a directory.
Otherwise, the attempt to create pg_xlog/ just like all the other
subdirectories would have failed.  Let's be a little more explicit
about what's happening.  Oversight in my patch for bug #13853
(mea culpa for not testing -X ...)