This conversation has been merged. Please reference the main conversation: Lightroom: wav files will not import
Copy the CF card to hard disk, and import from hard disk, the wav file is properly copied over.
This worked fine on 2015.1.1 (I think that's the right version number, the one 2 back from 2015.3); I've heard elsewhere it broke in 2015.2 or 2.1 (not sure).
This has worked for years and is a serious issue since THERE IS NO WARNING IT LOSES YOUR VOICE MEMOS, so you might reformat the CF card before noticing.