By default result directory is created in the same place as your analysed binary (/mnt/shared/apps/ in your case). This seems to be a network location. The user running Amplifier or Inspector should have network-wide credentials to access to shared folders. Users, local to the target machine, can have no permissions to the share. Try to specify local folder for analysis:
inspxe-cl -r inspxemi2 -collect mi2 -result-dir /home/my_dir /mnt/shared/apps/test 1000
So the user running the tools should have access to both machines: target node performing analysis collection and shared directory to store results.