fixes#14664
# Description
Now,
```nu
"aaa" | save -f ..
```
returns correct error message on windows.
Note that the fix introduces a TOCTOU problem, which only effects the
error message. It won't break any workload.
# User-Facing Changes
The fix won't break any workload.
# Tests + Formatting
I have run tests **only on windows**.
# After Submitting
The fix doesn't need to change documentation.