I have aMule rinning on Monterey beta but I used Big Sur before.
My guess: you need to allow amule to use a couple of folders.
Open preferences, "security and privacy" -> "Privacy", select for "Files and folders" (I guess, I tried to translate may Italian Mac OS) in the tree on the left part,
then you need to look for aMule on the right side and check I guess the Documents folder.
Bye,
Mr Hyde