As a result of a recent crash, I tried to
Help -> Support -> Collect Support Data
This tried to write into directory
C:\Users\me\Documents\Virtual Machines\Ubuntu 64-bit
which is where my virtual machine lives (for which I wanted to create the support data collection).
It seems as if the step of Zip file creation always failed - I tried it three times, never with success.
Finally, I came to my sense and directed output towards the Desktop. No issues here.
Is it acceptable to create the support files into the VM working directory? If not, the error message needs to be improved to indicate this specifically.
Otherwise, I see nothing peculiar in all of that.