I finally had a chance to try to write to the run_tail on my PBO (Firmware P70R2 BCN) and I did not have any trouble doing so after mounting the root as read/write (mount -o remount,rw /). It is possible that your root directory is full. Are you using the P70R2 Megapack by any chance??? Issue the "df" command and see how much free space you have available; on my firmware I only use 66% of the available space on that partition therefore plenty of room for adding or editing file. That's all I can think of right since I have no issues here to modify and save /etc/dvdplayer/run_tail.
Hope this helps.