I understand that you notice a change in the behavior of "dsp.MatFileWriter" function between MATLAB R2014b and MATLAB R2015a in terms of saving complex-valued data.
There is, indeed, a change in the functionality of "dsp.MatFileWriter" function starting from MATLAB R2015a. Prior to this release, only the real part of complex valued data was stored in a MAT-file, thereby, truncating the imaginary part of the data. Starting from MATLAB R2015a, complex valued data are stored in the expected "complex" format.
I also observed that the Release Notes do not reflect this information. I work for MathWorks and I have forwarded this feedback to the appropriate product team.