Can't get write permission on external hard drive when exporting from Lightroom
macOS doesn't natively contain the software (drive) to write onto a disk formatted with NTFS (but it can read NTFS formatted drives fine). That's what the error is implying that only read privileges are available.

A drive formatted with NTFS can be written to by installing NTFS driver software in macOS. For writing to external disks made by WD, you will need to install a proprietary NTFS driver for macOS provided by the disk manufacturer called Paragon NTFS Driver for Mac.

You can follow the instructions in this support article on WD website, How to Install the Paragon NTFS Driver for Mac, to install the software and gain the ability to write files to the disk.