In order to become writable again, your CF card MUST be programmed to FF's in any area where you will write data. It is possible that files that are smaller than the size of a block will be left intact because there may still be writable area within that block. In that case, it's possible for the file allocation table to be updated to show those files as erased, but by the time your file is larger than the smallest writable block (which for almost certain will be the case for live recording files), you'll actually be erasing the data in order to "erase" the file on your card. Now, if you pull the card out of the programmer before it's done erasing, then the job will not be complete and it will simply resume the next time you plug the card into the card reader because the file allocation table will show that it's supposed to be erased.
So, I can believe that some .jpg files may remain after an erase as long as the block size is larger than your file size and you haven't used up all of the current block, but your wav files will be much larger than a block size. If you erase one of them, there will be loss of data. You might find a small snippet of the file left in the last block that was being written, though.
Now, if you're using a microdrive instead of a CF card, that's another deal. In that case, you don't have to erase memory before it can be used again. It may be the same form factor as a CF card, but a microdrive card contains a hard drive and you don't want to erase the data before rewriting. That would just reduce the lifetime of the hard drive to write FF's before you wrote the data you really want. A true CF card is FLASH memory based and any writable block must be erased to FF's before it can be programmed.
