Add the following path exclusion below:
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Type: File/Path
\Device\HarddiskVolume*\Program Files (x86)\Automox
Include Subfolders
Exclude Path for Alerts and Mitigation
Exclusion Mode: Interoperability - extended
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Save the configuration, wait about 5 minutes, then reboot and test again.
As an additional note, the behavior may continue after the exception has been applied for devices if they have HP security center on them. An exception may need to be made in this case as well. If an exception is not enough or if you are not able to make an exception for Automox in HP Security Center, you may need to completely remove HP Security Center.
Other potential options for correction:
Change the execution directory (Change Automox Script Execution Location) for the device to a location that has allowance for file creation. Successful example has been C:\ProgramData\amagent