When you copy files to a non-system drive’s root folder, the error code 0x80070522 (“ERROR_PRIVILEGE_NOT_HELD”) may occur. The full error message verbatim is mentioned below:
An unexpected error is keeping you from copying the file. If you continue to receive this error, you can use the error code to search for help with this problem. Error 0x80070522: A required privilege is not held by the client.