Properly guard for DMs in interaction creation

Fix #6794

discord/interactions.py

@@ -117,11 +117,12 @@ class Interaction:
             self.user = None
 
         # TODO: there's a potential data loss here
-        guild = self.guild or Object(id=self.guild_id)
+        if self.guild_id:
-        try:
+            guild = self.guild or Object(id=self.guild_id)
-            self.user = Member(state=self._state, guild=guild, data=data['member'])
+            try:
-        except KeyError:
+                self.user = Member(state=self._state, guild=guild, data=data['member'])
-            pass
+            except KeyError:
+                pass
 
     @property
     def guild(self) -> Optional[Guild]: