Audacity doesn't open file (file error, saying perhaps the library folder doesn't allow writing or the disk is full)

I get an error in Audacity that I don’t understand and can’t solve.
Whenever I try to open a wav-File (558.4 MB) it doesn’t open it but gives me an error (see attached screenshot).
My computer is running MacOS Catalina and Audacity 2.3.3.
I am aware that Audacity is not officially supporting Catalina but I thought it concerned only accessing microphones.
Thanks for your help.
Bildschirmfoto 2020-02-09 um 16.22.16.png

Please could you provide an accurate English translation of the message. Thanks.