Since you gave no information about SMB or FTP, domain accounts, local accounts, Windows/Mac/NAS etc etc. All I can provide is that it appears to be a rights issue, specifically, the username you are scanning with does not appear to have "write" access to the folder and cannot create a file in it, but does have "read" access so it can see the folder itself.
Make sure the fiirmware is the latest.
Make sure if using SMB that the port is 445, not 139 (139 is SMB1 with Netbios)
Make sure you are not setting it up with Right-click > Share With option as that is not SMB.
And lastly, unlike previos versions of Windows, you can't use anything but the username as it lists in the permissions (contained in brackets) So if it is user@domain, domain\user etc etc, it must be entered on the printer exactly as seen there.
Excuse the Win7 screenshot
I upgraded to the latest firmware, tried to change to port 445, but wasn't allowed to do that.
Changed Windows Firewall rules, all without succes.
Then I decided to reset the printer to factory defaults, after entering al, it suddenly worked!
So, I don't know how, but I'm satisfied