I can mount a remote file system using SSHFS (in a bash console) and then directly open a .bib file from that file system in KBibTeX (and attach external files in that file system to individual reference entries). But I can't save the .bib file back to the remote file system. This is not a permissions issue as such. I understand this may be something to do with KDE. The same problem occurs with the text editor Kate. By using the 'workaround=rename' SSHFS option the problem is fixed in Kate. But KBibTex still cannot overwrite the original .bib file to save a new version. Instead it renames the original as a temporary (with a ~ sign) and saves the updated data as a new file with the original file name. Apologies if the platform data above is incomplete. I'm new to Linux and don't quite understand the various platforms. I'm using a distribution called KXStudio which reports that it is running KDE version 4.13.3.
Just tested myself, mounting a remote SSH folder via sshfs. Started KBibTeX, created a new file, added an entry, saved it in mounted directory. Then exited KBibTeX, restarted, opened test file, added another entry, saved again. No problems, file and its backup (...~) were correctly written on remote filesystem. KBibTeX is performing only basic I/O operations, nothing special like locks or permissions. From experience, I know that remote filesystems are all very shaky and all kinds of things can go wrong. Just look at the many options sshfs allows you to work around particular issues. BTW, is the directory you are mounting via sshfs maybe mounted from somewhere else via e.g. NFS to the machine you are ssh'ing to? Just look for "nfs identity mapping" for starters ...
One more thing: I just noticed you are providing version 0.4.1. This version is no longer supported. Please try at least 0.6 to see if the problem still persists.
1. No news on this bug. 2. Cannot be reproduced. 3. Refers to outdated version. -> Closing bug