From the manpage:
Random State Options
Prior to OpenSSL 1.1.1, it was common for applications to store
information about the state of the random-number generator in a
file that was loaded at startup and rewritten upon exit. On
modern operating systems, this is generally no longer necessary
as OpenSSL will seed itself from a trusted entropy source
provided by the operating system. These flags are still supported
for special platforms or circumstances that might require them.
Reading something from /dev/urandom and then writing it back to it
doesn't make sense to me.
The expected behaviour is that you can read back the file you've
written, which clearly is not what /dev/urandom does.
If you need to save the file, you actually want a file that's still
there after a reboot.
I would recommend to just remove the option from the config file.
That being said, the manpage seems to indicate that a non-regular
file should also be supported for reading, but it's unclear if
that also applies to writing, and would assume it is, so this also
looks like a bug in OpenSSL.
Kurt