Indeed Android is a mess in terms of compatibility. There're no file APIs to write to the sdcard, so mkdir, touch, rm ... won't work. Even then most ereader software should be able to read documents from sdcard just fine.
I cannot speak for all of them, but KOReader reads files from sdcard without problems (see attachments). It just happens that sdcard cannot be navigated using the File manager because the parent dir is not readable.
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