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Deleting files using Windows can corrupt camera card?

I just faced a curious issue. Opened my Compact Flash drive using a card reader to delete some picture and got it corrupted. Now it won't open on Windows and isn't usable in the camera. I've got the option to format it, but I'm gonna try to save the other pictures.

My question is, can a card get corrupted by using Windows to delete files from it? That's really awkward!

Thanks in advance.