After further attempts, and making use of the KeyChain capability, I believe Unwanted Communication Reporting Extension is not capable of any local writes.
Apple doesn't say this in the UCR docs. However they do say it in the Message Filtering Extension.
"For privacy reasons, the system handles all communication with your associated server; your Message Filter app extension can’t access the network directly.
Your app extension also can’t write data to containers shared with the containing app."
Topic:
App & System Services
SubTopic:
General
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