Recent macOS versions have special protection for the folders Desktop, Documents, Downloads. Normally there is a system dialog to ask for extra permissions, but this does not work with the plain shell-script app (e.g. Isabelle2021-RC3).
The same problem occurs for Fontforge, Gimp etc. – see also https://apple.stackexchange.com/questions/395631/allow-all-applications-to-access-desktop-documents-and-downloads-in-catalina