For me, it's the same error when mounting through a mount point:

schema = StructType() \

    .add("path", StringType(), False) \

    .add("modificationTime", StringType(), False) \

    .add("length", IntegerType(), False) \

    .add("content", BinaryType(), True)

df = spark.read.format("binaryFile").schema(schema) \

     .load("dbfs:/mnt/bucket_name/[...]/*/*.bag")

IllegalArgumentException: java.net.URISyntaxException: Relative path in absolute URI: 2022-11-16T22:01:49+00:00

Surely enough, I have some files in there with a ':' character in the name. Incidentally, the Databricks architect who advised us a while back said that mount points are obsolete, and don't play well with the Unity Catalog permission scheme, so I've tried to refrain from using mount points.