If you rip a multi-CD album using Windows Media Player you get files like this:
Album CD1\01 Track 01
Album CD1\02 Track 02
Album CD1\03 Track 03
Album CD2\01 Track 01
Album CD2\02 Track 02
Album CD2\03 Track 03
The jpg files in the two directories might be the same or might be different.
When you put all these into one Album in Picard and save it then it deals with the CD1 files fine, moving the jpg files over, but whilst it moves the music files for CD2 ok, it shows them with a file save error (Invalid Permissions) because the jpg files already exist and it can't move them.
Picard needs to distinguish between errors moving music tracks and errors move additional files.