I can't directly replicate what you're seeing on my Windows machine:
Note though that when you rename the file in the dialog, the name in the
File name: box stays the same as it was when you clicked on it initially (in this case
test.txt) until you click on the file again to select it under the new name. That's standard behaviour in Windows, though (for example, Chrome does the same thing).
What may not be standard is Sublime responding to being told to open a file that doesn't exist by just creating a blank tab under that name for you to start editing. In this case, I believe this is meant to be a feature, since it mimics what happens if you run Sublime from the command line with the name of a file that doesn't exist.
Notepad for example will also do the same thing from the command line, although it prompts you to ask you if you really meant to create a new file, and it won't accept the name of a file that doesn't exist in the
That said, based on your steps above you are getting a tab with the correct name but empty content. If I skip the step where I click on the file first, I get a blank file opened under the previous name and not the new name.