"Moving file failed" window opens followed by a "Asset couldn't be written" error thrown in console when a swatch preset library is created with name starting with colon ":". Refer the attached video

Steps to reproduce:
1) Create a new project
2) Create a new material
3) Click on the Color palette next to Albedo
4) Swatches > Create a new Library
5) Create a library with name starting with ":"

Actual result:
"Moving file failed" window opens followed by a "Asset couldn't be written" error thrown in console

Expected result: No error should be thrown in console and instead couldn't rename or use valid name message should be shown

Occurring on: 2020.2.0a14, 2020.1.0b12, 2019.4.0f1, 2018.415f1

Environment: Both Windows and Mac

Stack trace:

File Library/Unused/eb20e53d5ced6ba418f00e883896dee5 couldn't be written. Because moving D:/Unity/2020.2.0a14/Temp/UnityTempFile-b818c2500400eb44a8b59b6973830007 to Assets/Editor/:1234567.colors failed.
UnityEngine.StackTraceUtility:ExtractStackTrace ()
UnityEditorInternal.InternalEditorUtility:SaveToSerializedFileAndForget (UnityEngine.Object[],string,bool)
UnityEngine.GUIUtility:ProcessEvent (int,intptr,bool&)