The winnt shell (cmd.exe) is neither here nor there (some would say that it's broken).

But, if you invoke your script2 like so:
system ("perl script2.pl > gg") ...

#script1.pl

use diagnostics -verbose;
use FileHandle;

FileHandle::autoflush STDOUT 1;
print "In script 1\n";
unlink ("gg");
#system ("script2.pl > gg");
system ("perl script2.pl > gg");
FileHandle::autoflush STDOUT 1;
[download]

... it produces the expected output

H:\devperl\perlmonks>type gg
In script 2
In script 3
[download]

HTH
Rudif