1. Select Apple Menu -> System Settings -> iCloud
   Alternatively: Select Apple Menu -> System Settings -> Your name -> iCloud
2. Under ‘Saved to iCloud’, select “Drive” -> “Apps syncing to iCloud Drive“:
3. Turn off the option for Cyberpunk 2077

SOURCE

Thanks to Mr. Mike Taylor:

sudo su
cd /Library/Application\ Support/
mkdir Tunnelblick
chown root:wheel /Library/Application\ Support/Tunnelblick/

And try to restart the installation again.