Okay - a weird finding. If I DOWNLOAD the .dmg file, somehow MacOS notices and doesn’t let me drag the included readme.txt file into the Components symlink - reproducing your circumstances.
If I merely copy the .dmg file (USB Stick) to another Mac - i.e. it was not Downloaded, rather just copied with the Finder - then I can copy the readme.txt file into the Components symlink.
Try this - make your own .dmg with the commands listed above, then try the test. Then, use the one I attached to this forum (download it) and notice the difference.
The plot thickens …