I’m not able to replicate on Windows 8.1 or 10, don’t know what to say… It’s not Natron fault. Probably due to Natron not being signed, seems like some system don’t like that… I don’t know, just guessing here, as I can’t replicate the issue in any way.
Did you use the installer or portable zip? If you installed Natron through the installer try downloading the zip and extract somewhere, then launch Natron from the extracted folder and see if you get a different result when writing files.
Try making a folder in your desktop and writing to there, and also change the file name to just test, try not to use any special characters. Also, If you’re trying to write an image, you need to set the frame range (project settings) from 1 to 1. Apart from that i don’t know.