Actualy @Before method not just creates a few files: it, in particular, invokes HarFileSystem#initialize(), which is not quite trivial.
Actually, I'm not strongly against putting everything into one class, but I see several maintenance and extensibility reasons to have separate files:
1) if there will be a failure in @Before method, it will block all the tests in the class from being executed, including the ones that do not need the @Before.
2) if somebody will add some new Har tests that do not need a preparation, or need another preparation, he will be able to add them to the @Before-less class, or in a newly created test class. But if we combine the tests into one class, he will also possibly tend to add tests into the same single class, this way elevating the number of tests that do not need this @Before preparation, or, if the @before will need to be extended, load it with some functionality that is also not needed for existing tests. What I actually mean there: making the classes separate we would provide more correct advice for further test development, imho.
But, in anyway, your decision is to be final there.