Ok, I have looked at the wizard, and you are right, it is deleting the whole file. I know it did not do that when I wrote it several years ago. That code uses the special 'Teach' file that was built for the wizards, and I suspect something has happened to that function in one of the later mach3 releases. I doubt I can get Brian to look at that now. The code is doing the correct thing, or at least making the correct calls to mach3.
I am afraid the only answer I can give now is 'dont do that' I understand that is not a very satisfactory answer.
You can always edit the file with a text editor. The file is saved as C:\Mach3\Gcode\New Program.tap The file does have good comments in it to identify the various sections of code.