P: Disk Error when trying to import Skies

I seem to have an issue importing Sky Presets, the presets are in my Downloads folder on my booted Mac Big Sur laptop, the same issue exists if the files are on my desktop as well.

Edit- Sky Replacement

Sky Replacement Window Appears

Click the Arrow next to the Sky: Box

Select Import Skies, select the file and click Open

Window pops up with Disk Error