I have some after market card that randomly goes completely blank. It has happened like 2-3 times to me. Once while in the middle of playing Tales of Symphonia, major setback there.
Have fun playing FE:RD, it was my first Fire Emblem and I loved it. Beat it on normal and now I'm on my second play through now that i know what I'm doing. From what I understand, the only real benefit of using saved data is for an extra cut scene with Soren, and the stats bonuses. So if you don't care about the extra cut scene and want a harder game, just forget about the file transfer.