When attempting to write an export to a directory that WP-CLI cannot write to, no warning is shown and the export is reported as successful.
Starting export process...
PHP Warning: fopen(/srv/www/<snip>.xml): failed to open stream: Permission denied in phar:///usr/bin/wp/vendor/wp-cli/export-command/src/WP_Export_Split_Files_Writer.php on line 61
Warning: fopen(/srv/www/<snip>.xml): failed to open stream: Permission denied in phar:///usr/bin/wp/vendor/wp-cli/export-command/src/WP_Export_Split_Files_Writer.php on line 61
Success: All done with export.
When attempting to write an export to a directory that WP-CLI cannot write to, no warning is shown and the export is reported as successful.