I unzipped cudatoolkit archive and found .cudatoolkit-post-link.bat
this is its content :
rem post install EULA message; `pre-link.bat` does not show message and shows warning
echo "By downloading and using the CUDA Toolkit conda packages, you accept the terms and conditions of the CUDA End User License Agreement (EULA): https://docs.nvidia.com/cuda/eula/index.html" >> %PREFIX%\.messages.txt

%PREFIX% is not defined so it try to get message.txt from root of the disk and fail with access denied