the file should be not saved after ctrl C?

Question

I want to prove that "the data block is ensured to be completely saved in non volatile storage, if interrupted, no data block is saved)"

I did it like this

# on a ext4 filesystem 
rm /mnt/my_file.txt -rf 
dd if=/dev/urandom of=/mnt/my_file.txt count=1000 bs=1024k oflag=direct
# press ctrl C,or kill dd 

I expect there is no /mnt/my_file.txt created,or I mis-understand something ?