Your file renders just fine:

I didn’t change anything!
Changing Bake Type to Replay is only in 2.82 (where it says Modular):

But I have a later version of 2.82 than you (mine is from 30-12-2019, 18:20 and it is called v2.82.6 (on the bottom right of your screen, you have 2.82.5)), so maybe that is new…
Anyway, Replay doesn’t write any files to your harddisk, Only Modular or Total. With Replay, you can test the simulation before baking, so it’s a lot faster.