Access Denied on file with .error extension when doing cs setup

[vpinna80]

When doing cs setup on Windows, an AccessDeniedException is thrown with the following text (redacted):

$ coursier setup
Checking if a JVM is installed
Found a JVM installed under *******\jdk17.

Checking if ~\AppData\Local\Coursier\data\bin is in PATH

Checking if the standard Scala applications are installed
Exception in thread "main" java.nio.file.AccessDeniedException: ******\AppData\Local\Coursier\cache\v1\https\repo1.maven.org\maven2\com\google\guava\listenablefuture\9999.0-empty-to-avoid-conflict-with
-guava\.listenablefuture-9999.0-empty-to-avoid-conflict-with-guava-sources.jar.error
        at java.base@17.0.5/sun.nio.fs.WindowsFileSystemProvider.newByteChannel(WindowsFileSystemProvider.java:236)
        at java.base@17.0.5/java.nio.file.spi.FileSystemProvider.newOutputStream(FileSystemProvider.java:484)
        at java.base@17.0.5/java.nio.file.Files.newOutputStream(Files.java:228)
        at java.base@17.0.5/java.nio.file.Files.write(Files.java:3512)
        at coursier.cache.internal.Downloader.createErrFileBlocking$1(Downloader.scala:551)
        at coursier.cache.internal.Downloader.$anonfun$remoteKeepErrors$2(Downloader.scala:562)
        at scala.concurrent.Future$.$anonfun$apply$1(Future.scala:659)
        at scala.util.Success.$anonfun$map$1(Try.scala:255)
        at scala.util.Success.map(Try.scala:213)
        at scala.concurrent.Future.$anonfun$map$1(Future.scala:292)
        at scala.concurrent.impl.Promise.liftedTree1$1(Promise.scala:33)
        at scala.concurrent.impl.Promise.$anonfun$transform$1(Promise.scala:33)
        at scala.concurrent.impl.CallbackRunnable.run(Promise.scala:64)
        at java.base@17.0.5/java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1136)
        at java.base@17.0.5/java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:635)
        at java.base@17.0.5/java.lang.Thread.run(Thread.java:833)
        at com.oracle.svm.core.thread.PlatformThreads.threadStartRoutine(PlatformThreads.java:775)
        at com.oracle.svm.core.windows.WindowsPlatformThreads.osThreadStartRoutine(WindowsPlatformThreads.java:178)