No that should work.
I just tested it on my environment.
Also:
https://docs.microsoft.com/en-us/azure/databricks/data/databricks-file-system#python
But maybe you use the community edition of Databricks? If I recall correctly, the dbfs mounting is limited. So the local file interface might not work.
(See https://community.databricks.com/s/question/0D53f00001HKIFjCAP/where-is-dbfs-mounted-with-community-...), not sure though.
If not: all I could think of is that the file is not there (so incorrect path), but SC can find it so that won't be it.
Proof it works:
