Why is File.Create needed to be closed?

The following throws an exception "The process cannot access the file 'D:\MyDir\First.txt' because it is being used by another process."

static void Main(string[] args)
{
    Directory.CreateDirectory(@"D:\MyDir");
    File.Create(@"D:\MyDir\First.txt");
    File.WriteAllText(@"D:\MyDir\First.txt", "StackOverflow.com");
}

However following works:

using (File.Create(@"D:\MyDir\First.txt"))
{ 
}

or

File.Create(@"D:\MyDir\First.txt").Close();

Why? What in File.Create needs to be closed?