Some cheaper variants of the adapter's work in this fashion and it's hit and miss to get one that will actually light the A1200's LED during access.
When I was originally writing the 'How-To' I came across this problem through testing various CF interfaces - normally the cheap Ebay ones from Hong Kong are the culprits but they work, just no light show.
Provided the CF card and adapter are functioning correctly, you can ignore this minor inconvenience, but please take a little bit of extra care to ensure all read and write operations are complete before resetting or switching off the A1200.