Hi Ziern,
What are the OS versions on those servers that have the problem you describe?
I open the MageUI.exe in the ildasm tool and navigate to the Mage > Mage.SignOnSave > btnNewKeyFile_Click node. Double clicking this node opens a window to show the IL of this method. I see that the codejust uses the System.IO.FileStream class to save the new created certificate file to the disk.
Check on those problematic servers to see if the newly created certificate files are saved on the specified path or not.
In addition, you should ensure the application has the permission to write in the path you specified.
Sincerely,
Linda Liu