Maybe the best strategy is to just delete everything, rather than format a card if you're expecting to be able to recover images at a later date.
I see why you might find this odd behaviour if you've come from a camera that offers different formatting options, but I'm not sure I'd expect Sony to change this behaviour as many people would assume that formatting a card really does just kill off all the files.
Not everyone will understand the subtleties of a low level format, rather than a 'normal' format.