Please note that the SD card is named 'EDGE 800' and the device is named 'GARMIN'.
Before attempting the transfer the SD card looks like this:

Next, I select the SD card:

I get the message "Course Successfully Sent To Device".
The SD card now looks like this:

...and the course cannot be seen on the device.
Sending the same course to the device results in the creation of a FIT file in the New Files folder of the device, not the SD card:

Whilst it's not insurmountable to correct this in the Finder, it is inconvenient and, unless I'm mistaken, a bug.