(Presumably it has to do with the AGS editor deleting the Compiled folder at the drop of a hat for no good reason I can see.)
That happens whenever you change a room, and was allegedly put in so that people wouldn't be confused by having a compiled version that didn't contain the changes. Frankly it surprises me that any game designer would be confused by that, though. Annoyingly, in windows/7 deleting an executable may take up to thirty seconds as it triggers various checks and safeguards within the system. So it would be nice if that could be turned off, yes

Please consider that a feature request for 3.4, then.