There are two reasons, firstly renaming is an atomic operation on all the systems that I am aware of so there is no risk of another application that can't be made to co-operate with this one getting a partially written file, secondly writing to a second file mitigates against the risk of the file being corrupted if the process is interrupted due to a program or OS crash or hardware failure for instance. For the most part I would omit the deletion stage to further reduce the risk of losing the file (although some OS might not support this).
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