https://dumps.wikimedia.org/ does not have a robots.txt.
We added Terms of Use for dumps: T408881: Add terms of use to https://dumps.wikimedia.org/index.html and https://dumps.wikimedia.org/backup-index.html
Adding a complementary robots.txt file makes sense.
As a basis, we should use https://en.wikipedia.org/robots.txt, stripped of the irrelevant Wikipedia paths.