You have applied sf::st_as_sf()
to your object, but you seem not to have actually saved it (just printed it out)
Would something like this work for your data?
OMAR_RoofFanCodes3 <- read.csv("H:/NYCHA_Analysis/OMAR_MaximoRF_Reconciliation/OMAR_RoofFanCode1.29.2020.csv", colClasses= c(LOCATIO = "character")) %>%
st_as_sf(coords= c("x"= "Longitude", "y"= "Latitude"), crs = 4326)
st_write(OMAR_RoofFanCodes3, "NYCHA_RoofFans.shp")