You can use the Intel macOS release. It should work. I don’t think there is anybody who can tell you for sure why you are getting this error. Maybe there is something incomplete about your CVX installation or you have some permission issues. Try to start all over again in a completely clean Matlab session and a clean CVX installation.
On the other hand what Erling suggests is that you can also try the Apple Sillicon release of Matlab and use Announcement: CVX for Apple Silicon In principle this is closer to the hardware.