I've not tested using CreateAsset() and SaveAssets() with the returned AnimationClip since the tool is not intended to create regular assets (it's for loading BVH files every time the game runs). Currently I don't have a setup to perform testing on, but seems like you need to use SetDirty() to mark assets to be flushed with SaveAssets()?
However it's possible that the dynamically created AnimationClip is lacking something internally that Unity is expecting for assets imported the normal way, if that's the case the AnimationClip needs to be modified in some manner (outside the scope of the tool) before being saved. If the AnimationClip can't be fixed you could use prepareAnimationClip() to get a more raw version of the clip data in order to somehow put together and write a regular unity asset (using the PreparedAnimationClip.CurveBlock struct).