I have done a bit more research and discovered that the problem occurs only on computers where the Windows\Temp directory is opened for Read/Execute for Users, which is not standard. The default permission allows Write/Execute, but not Read, see below. There we have the problem! With Standard permissions on the Windows\Temp directory, the problem never arises.
Standard/Default permission on Windows\Temp
BUILTIN\Users: (CI) (S, WD, AD, X)
(CI) container inherit
S - synchronize
WD - write data / add file
AD - append data / add subdirectory
X - execute / traverse