You overwrite your variable C in each loop, and you overwrite C.mat as well, so the final contents are just what was created in the last loop. I would do something like the following to append the result of each loop to C rather than replace.
A = magic(3);
B = padarray(A,[1 1]);
[row, col] = size(B);
C = [];
for i = 2:row-1
for j = 2:col-1
C = [C;B(i-1,j-1),B(i-1,j),B(i-1,j+1),B(i,j-1),B(i,j),B(i,j+1),B(i+1,j-1),B(i+1,j),B(i+1,j+1)];
end
end
C
save C.mat
% Check that C.mat contains all 9 values
clear
load C.mat
C
