That is because you are overwriting the files in each iteration of the for loop.
Pre-allocate the output to assign data to it and save the data after the for loop -
vec = 0:28:336;
n = numel(vec);
fullFx = zeros(size(CP,1), n);
fullFy = zeros(size(CP,1), n);
for aa = vec
g1 = (CP(:,aa+28).*Co(aa+28,2)'.*cos(pi/4)+CP(:,aa+1).*Co(aa+1,2)'+CP(:,aa+2).*Co(aa+2,2)'+CP(:,aa+3).*Co(aa+3,2)'+CP(:,aa+4).*Co(aa+4,2)'+CP(:,aa+5).*Co(aa+5,2)'+CP(:,aa+6).*Co(aa+6,2)'+CP(:,aa+7).*Co(aa+7,2)'.*cos(pi/4))./ (1000.^2).* qba .* ((Bfull/Bmodel).^2) ;
g2 = (CP(:,aa+7).*Co(aa+7,2)'.*sin(pi/4)+CP(:,aa+8).*Co(aa+8,2)'+CP(:,aa+9).*Co(aa+9,2)'+CP(:,aa+10).*Co(aa+10,2)'+CP(:,aa+11).*Co(aa+11,2)'+CP(:,aa+12).*Co(aa+12,2)'+CP(:,aa+13).*Co(aa+13,2)'+CP(:,aa+14).*Co(aa+14,2)'.*sin(pi/4))./ (1000.^2).* qba .* ((Bfull/Bmodel).^2) ;
g3 = (CP(:,aa+14).*Co(aa+14,2)'.*cos(pi/4)+CP(:,aa+15).*Co(aa+15,2)'+CP(:,aa+16).*Co(aa+16,2)'+CP(:,aa+17).*Co(aa+17,2)'+CP(:,aa+18).*Co(aa+18,2)'+CP(:,aa+19).*Co(aa+19,2)'+CP(:,aa+20).*Co(aa+20,2)'+CP(:,aa+21).*Co(aa+21,2)'.*cos(pi/4))./ (1000.^2).* qba .* ((Bfull/Bmodel).^2) ;
g4 = (CP(:,aa+21).*Co(aa+21,2)'.*sin(pi/4)+CP(:,aa+22).*Co(aa+22,2)'+CP(:,aa+23).*Co(aa+23,2)'+CP(:,aa+24).*Co(aa+24,2)'+CP(:,aa+25).*Co(aa+25,2)'+CP(:,aa+26).*Co(aa+26,2)'+CP(:,aa+27).*Co(aa+27,2)'+CP(:,aa+28).*Co(aa+28,2)'.*sin(pi/4))./ (1000.^2).* qba .* ((Bfull/Bmodel).^2) ;
%Add data to columns of the preallocated variables
fullFx(:, (aa/28)+1) = g1 - g3;
fullFy(:, (aa/28)+1) = g2 - g4;
end
writematrix(fullFx,'dx_4layers.dat');
writematrix(fullFy,'dx_4layers.dat');
