Mac Mojave : Permission denied error on creating Image using Disk Utility

I am getting permission denied error on creating image of Mac 10.14. The order of steps are: Use Mac 10.14

1. Go to disk utility
2. File --> Image from Folder --> Select the Macintosh HD(ie Selcting the Volume)
3. Save the image to Desktop by Keeping Encryption: None and Image Format: compressed.

Now, the disk utility will give 'Permission denied error'

I suspect that Disk Utility does not allow you to save an image inside the source of that image itself. How can it make an image that includes itself?

If you still get the error saving to another volume, then there may be some other issue.