I think you're running into a desktop issue unique to windows. The easiest workaround is:
1 - Stop the database.
2 - Open a terminal window for the database you want to dump.
3 - Dump the database using the neo4j-admin command with the dump option:
bin\neo4j-admin dump --verbose --database=neo4j --to=C:\dbdumps\mydb.dmp
4 - Use the neo4j-admin load option to restore to the database
.\neo4j-admin load --from=C:\dbdumps\mydb.dmp --database=mydb --force