macOS backup system settings is not possible

On macOS (Catalina) it is not possible to make a backup of the system setting.
When try to backup I get an advice to use the hidden filename, however. If I do so the filename has a very crazy name e.g. ".Mac.system.ini.system.ini.system.ini"
It is not possible to restore the system settings with this file name. No filename, hidden or not, is accepted as valid.

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