Thanks for bringing it up!  That was a new failure mode we haven't seen before.

I was going to close this issue but then it struck me that we might be able to handle this situation a bit better; we should be able to catch an exception when IDLE tries to set the working directory to Documents.  I'll leave it up to you, Terry, if you want to pursue this.  I won't have time myself right now but maybe someone else would be willing to jump in.  It may be a little tricky to test and certainly requires a macOS 10.15.x Catalina system.