Here is a video which suggests the issue could be caused by antimalware software installed on the mac. https://www.youtube.com/watch?v=avfEN_8YCog
They show Norton Antivirus in the example, but I suppose the same could occur with other AV software as well.
And, a user here who had the same issue who solved it by fixing the antimalware software: Unable to download - insufficient permissions error - #2 by FEZ