There was already a bug report - https://bugs.dolphin-emu.org/issues/13416. Furthermore, the Libretro port is not maintained by the Dolphin team, so your report will probably be closed/forwarded to the libretro repository.
Now it's ok, I had a permission issue with the main folder DolphinConfig5.0 and the script. I created the main folder before the instalation with no restriction and now it works fine. I don't know why the script did that.
Oh. Cool. Good to know. I got distracted so I wasn't able to test that.