Lynx uses temp files liberally. Even though -dump is supposed to output to STDOUT, it still creates intermediate temp files. It writes those temp files to the user's home directory. The problem is you're probably running as 'nobody'. Try running:

lynx -trace -tlog -dump http://foo.bar 2>/tmp/lynx.tracefile

Search for LYOpenTemp in the tracefile.

You could muck about with Lynx's environment variables or even sudo, but you might just use LWP::Simple.