Redirect into a nonexistent directory does not work

[filmil]

While building the doc dir. Unfortunately it is not possible to build without docs.

╰─>$ make
../tool/jhton ext/Judy_3.htm | grep -v '^[   ]*$' | sed -e 's/\.C//' >  man/man3/Judy
/bin/sh: line 1: man/man3/Judy: No such file or directory
make: *** [Makefile:616: man/man3/Judy] Error 1