Doh ... I think I found a way around this issue, even though I'm not happy about the way this is done;
Open "System Preferences" -> "Security & Privacy" -> "Privacy".
From the list on the left select "Full Disk Access".
Click the padlock, and unlock your settings.
Now click "+" to add your application to the exception list.
You will have to restart your application but now writing works under Cataline without the need for running it as sudo.
That’s interesting that it would work with sudo. I had thought that Full Disk Access was a higher privilege level. I’ll have to check that.
The problem still persists in the final release of Catalina.
I've posted more details in another post - my bad for posting twice, for some reason I didn't get a notification of your reply, and I had already forgotten that I had asked this question here - my sincere apology for the late response and for posting twice.
I do see that similar applications, like CCC and Etcher, experience the same issue.