I'm not sure if this is just something on localhost, or a Views bug, or a ConfigEntity bug, but filing it nonetheless.
I was testing something out with Views module which is the only thing I could find that extended ConfigEntity. I created a view, saved it, expected to see it in my sites/default/files/config/JKHSDKSD directory and did not.
EclipseGc suggested I check config_cache, and the various view* keys *were* in there.is still an open issue, so I don't know that this has really been run through the paces yet.
So, bottom line, something is funny. If someone else could test this to see if they see the same thing, that'd be great. Ideally, with a different type of ConfigEntity (but we don't seem to have any in core yet).