Can't get first window of Rx's Window with FirstAsync - system.reactive

Question

I want to separate an observable sequence (IObservable) into several observable sequences (the criteria is complicated, but for the sake of demonstration we can simply use count). This, quite obviously, calls for Window.
private static IObservable<int> GenerateSequence()
{
return Observable.Range(1, 5);
}
await GenerateSequence()
.Window(2)
.Select((w, i) => new {i, w})
.Do(w => w.w.Dump($"Window {w.i}"));
Output is as expected:
Window 0-->1
Window 0-->2
Window 0-->X
Window 1-->3
Window 1-->4
Window 1-->X
Window 2-->5
Window 2-->X
(X's mark the OnCompleted)
Now, for some reason I want only first of those sequences. Hence, FirstAsync:
(await GenerateSequence()
.Window(2)
.FirstAsync())
.Dump("Window");
But the strange thing is, I get no output at all, as if the sequence I get from FirstAsync was completely dead.
I'm kinda new to Rx, so I'm totally lost as to what and why exactly happens here.

Answer 1

EDIT:
Your answer works. You may want to look at replacing Window with Buffer. They're virtually identical, except Buffer was meant for similar scenarios. It returns a list though instead of array:
var t = GenerateSequence()
.Buffer(2)
.FirstAsync()
//.Select(list => list.ToArray()) //If you're particular about Task<int[]> over Task<IList<int>>
.ToTask();
As another aside, .SelectMany(i => i) can be replaced with .Merge().
Old answer:
I generally don't mix Rx with await. It's apparently supported, but seems... unintuitive. This code dumps the output of the first window:
GenerateSequence()
.Window(2)
.FirstAsync()
.Subscribe(i => i.Dump("Window"));
This dumps the first item from each window:
GenerateSequence()
.Window(2)
.Select(o => o.FirstAsync())
.Subscribe(i => i.Dump("Window"));
It wasn't clear from your question which one you wanted.

Answer 2

Actually, the solution was quite simple (although I still don't get what happens in my original code) - use SelectMany to flatten the sequence:
GenerateSequence()
.Window(2)
.FirstAsync()
.Concat()
.Dump("SO");
Produces, as expected:
SO-->1
SO-->2
SO-->X
And then, to achieve my original goal - i.e., to change the monad and return the result as Task<int[]>:
GenerateSequence()
.Window(2)
.FirstAsync()
.Concat()
.ToArray()
.ToTask();