I think there is an error in dataflow: UpdateAttribute processors should be placed after MergeContent processors. Now, in this tutorial, UpdateAttribute processor does not do anything, it obviously updates attibute in current FlowFile but has no effect to the result filename. I assume that MergeContent creates new FlowFile with new attributes, so UpdateAttribute is in wrong place.
When I've created flow like it is in tutorial there is a warning on PutFile processor which aimed me on that issue. ("Duplicated filename" or something like that)