Hi and welcome,
Cubase 10 doesn’t support macOS 10.12.
To me it sounds like permission issue. Make sure, you have write permission for the folder (and all parent folders), where is your project (and the audio files) stored, please.
Anytime you select any audio track, it creates an audio file (to be able to pre-record continuously). Most probably you have the Enable Record on Selected Audio Track enabled in the Preferences > Editing > Project & MixConsole (what is the default setup). So once the project has been loaded, one of the audio track becomes selected and tries to write the pre-record file. But there are no permissions to write (my guess). So the workaround would be to disable the preferences before you load the project. But you should double-check the permissions in any case, otherwise you wouldn’t be able to record any other track or edit existing audio files of the project anymore.