Had this problem today. My windows profile was once corrupt, and was located to C:\Users\TEMP. Though I solved the issue back then, this setting was still present today in several registry entries.
Winbox tried to access c:\users\TEMP\appdata\roaming\mikrotik\winbox unsuccessfully. Once the registry entries were fixed, Winbox was able to save the current configuration to the proper profile folder without admin rights.
Just ran into this problem. After an Win 10 update, I got some profile errors logging in. Rebooted and everything was restored to normal except Winbox complains that it can't create a file.
If I run as an administrator, the program works. I'd rather not have to run as an admin. Do you remember what registry keys needed to be updated? I searched the registry and couldn't find any appdata registry related errors.
Also, is there any way to complete reset Winbox so its settings are cleared?