Because you are indicating a directory that doesn’t exist.
You are trying to copy from /home/user/catkin_ws/src/urdf_course_exercises/my_mira_description but the directory urdf_course_description does not exist (as for your image attached).
The proper command should be:
cp -r /home/user/catkin_ws/src/my_mira_description /usr/share/gazebo/models