I'm going to guess this is a Windows issue. I don't have a Windows system to test this on, but I assume it has to do with that... Let me ask the team.

Use wsl.

Side note: Your wsl maps your windows drives as /mnt/c/... -> C drive /mnt/d/... -> D drive etc So you could use a folder there, then run the things, then you will see the folder on windows.