Yes. This is a permissions issue. Using the Workspace Server (i.e. connecting via Enterprise Guide, even if its Locally) causes all SAS sessions to run with the RSASUSER option (which enables sharing of the SASUSER lib).

Add this before your PROC TEMPLATE code. It will set up the default path for templates to a work area.

ODS PATH work.templat(update) sasuser.templat(read)
               sashelp.tmplmst(read);