Windows permissions can be peculiar1, so it could be a problem with your security settings and such.
Nice theory, but either the OP is setting the permission explicitly, or he is inheriting them.
Were he setting them explicitly, we might assume that he might mention it.
If he is inheriting them, then creating a file within a subdirectory, will be subject to the same permissions as creating that directory within the CWD. Ie. If he can create the subdirectory, he'd be able to create a file within it.
Attributing this to "windows peculiar permissions" is ...
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