adb shell "echo '#!/system/bin/sh\necho linking...' > /storage/emulated/0/android/data/moeshizukuprivilegedapi/start.sh"

"Yes," she said. "If you ask me gently."

This specific command path is technically due to sandbox restrictions, and it highlights a fundamental misunderstanding of how the /storage/emulated/0/Android/data/ directory permissions work.