New option works just like --tab, w.r.t output (sql file for table definition
and tab-separated for data).

Compared to --tab it allows --databases and --all-databases.
When --dir is used , it creates directory structure in the output directory,
pointed to by --dir. For every database to be dumped, there will be a directory
with database name.

All options that --tab supports, are also supported by --dir, in particular
--parallel