pg_dump (PostgreSQL) 9.4.1 - delay in checking if file exists

I made mistake in a filename in pg_dump command, i.e. have used path from
another server, which not exists on this one. pg_dump instead of checking
permissions / existence of output file first dumped the whole database and
at the end (after some time ... ) threw an error:

(...)
pg_dump: saving database definition
pg_dump: [archiver] could not open output file
"/home/.../dum-...._20150707_1059.sql": No such file or directory

Is it correct behavior? Why wasting so much time and resources leaving
checking the output file at the last moment?



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