DirectRunner not producing output on TextIO withWindowedWrites() and withNumShards(1)

Source of bug (Slack user [https://the-asf.slack.com/team/UCVN8DK7V](https://the-asf.slack.com/team/UCVN8DK7V)) and [https://stackoverflow.com/questions/52445414/apache-beam-not-saving-unbounded-data-to-text-file](https://stackoverflow.com/questions/52445414/apache-beam-not-saving-unbounded-data-to-text-file).

Example provided:
```

public static void main(String[] args) {
ExerciseOptions options = PipelineOptionsFactory.fromArgs(args).withValidation().as(ExerciseOptions.class);

Pipeline pipeline = Pipeline.create(options);

pipeline
.apply("Read Messages from Pubsub",

PubsubIO
.readStrings()
.fromTopic(options.getTopicName()))

.apply("Set
event timestamp", ParDo.of(new DoFn() {
@ProcessElement
public void
processElement(ProcessContext context) {
context.outputWithTimestamp(context.element(), Instant.now());

}
}))

.apply("Windowing", Window.into(FixedWindows.of(Duration.standardMinutes(5))))

.apply("Write to File",
TextIO
.write()
.withWindowedWrites()

.withNumShards(1)
.to(options.getOutputPrefix()));

pipeline.run();
}

```

Produces output when executed on the DataflowRunner, does not produce output on the DirectRunner.

Imported from Jira [BEAM-5488](https://issues.apache.org/jira/browse/BEAM-5488). Original Jira may contain additional context.
Reported by: lcwik.