If you open the project up in windows, you will see the extra "stuff" accompanying the wave file.
we're just talking about the WAV files. not the extra files that have the project settings info. the actual WAV files have non-standard headers. some programs open them up with no warnings. SoundForge, as you note, is one of them. WaveLab also opens up the files with no message or warning. CD Wave, however, does give a little pop-up saying that the expected file size differes from the actual file size. and that's because of the non-standard header. even so, all the files open up just fine in CD Wave.
I am surprised about the MicroTrack comment, I have an MT too, but I have not ever had any extra data or anything, just the wave file, same size, no extra information. It may just be something resulting in whatever process is being used in the post process.
as far as the MircoTrack files doing the same thing, I owned a MT from Sept '05 through April '06. every single file recorded on the MicroTrack that I opened with CD Wave gave me that message. maybe in the most recent firmware, the MT writes a standard header, thus no message. I no longer own a MicroTrack, so I can't really comment on that. but, like I mentioned, if you are just opening up in SoundForge, than no, you won't see any message about the header when you open up the files.