My mistake, as can be seen, this is the dotdeb-redis package. I was testing multiple packages and I thought it affected both.
I've fixed that upstream https://github.com/gplessis/dotdeb-redis/pull/9 This issue doesn't affect the Debian package as it doesn't specify pid location, so it defaults to /var/run/redis.pid, the /var/run dir will always exist. This bug can be closed! :)
