Export-PowerBIReport access to path is denied

I am calling 

Export-PowerBIReport -Id <REPORT-GUID> -WorkspaceId <WORKSPACE-GUID> -OutFile '.'

and I am getting this error"

Export-PowerBIReport : Access to the path 'C:\Users\<MY USER>' is denied.

But I do have access to this folder, I can create directories, and write text to files without issues, e.g.

BTW: I don't have admin rights on my machine.  So I cannot run PowerShell as admin.

Thank you