Thank you for reporting this, and sorry for the delay in responding, but it's not a bug or something we need to address, as the game not writing to program_directory is is actually correct - GMS will never write files to the program_directory, as doing so might cause someone to accidentally wipe out required game files. I did notice, however, that the program_directory page in the manual does appear to have accidentally had this bit of information removed since the sandbox opt-out was added, so I will ensure our docs team put that information back into the manual.