The only references I can find to that error message seem to imply it's coming from an FTP server, so I'm really not sure what would cause that at a terminal/local file system (presumably without you actually even seeing any of the questions asked).
Strictly speaking, you can manually make the directory and JSON file I guess, but the CLI is an important part of XF2's development system, so you'll need to figure out why that isn't working. (Or try a different system setup if needed.)