ah, ok. in that tutorial, the lines
staircase.addData(thisResp)
dataFile.write('%i,%.3f,%i\n' %(targetSide, thisIncrement, thisResp))
come in between timing-critical sections, that is, between trials. so if it takes 80ms to save to the file it does not matter (probably much much faster for a line of text), and the subject won't notice that tiny pause (and often it would be buffered, so taking hardly any time at all).
so: yes, saving takes time. you do need to avoid doing so during timing-critical bits of your experiment. you can either defer everything until the end of the experiment, or save as you go, saving in between trails.