mysqldump can write to /tmp and /var/tmp but nowhere else
[Lots of] Other things can get in the way. 

SELinux can cause all sorts of problems, making really basic things fail for no apparent [or announced] reason.  

ACL's in the file system can cause confusion, sneakily "tweaking" permissions without you realising it. 

Is it possible that the MySQL configuration is different?
These days, a clean install of MySQL might well come with --secure-file-priv turned on.  If that doesn't match where you're trying to put the file, you'll hit another wall. 

Regards,   Phill  W.