Skip unnecessary pickle file checks

[tmct]

Doesn't really save time but there's no need for checking the filesystem again once it exists

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[jrapin]

it probably does not save time indeed, and adds a line. Then again some file systems may be slow, so this seems safer indeed

[jrapin]

Thanks for the PRs btw

[tmct]

No problem - thank you! Please could someone have a look at my PR that lets me use Windows? #1695