@machine_74 this is normal behavior. The only partion that a windows computer can access directly is the boot partition. The other Linux partion, windows doesn't understand what it is and assumes it needs to be formatted. Nothing is wrong with your card, just ignore/close out the format prompts.
Most of this should also apply to your custom build if it is similar enough to the original Retropie, but that's as far as support goes here for custom builds.
Nuke them? Heh, are you secretively running an underground 0day box lol. You can enable root and connect to the Pi trough your PC via an FTP browser such as FlashFXP, you can immediately browse trough all dirs remove files etc.
I do it that way for my media server, which also runs Win7 and the files are gone, but having never used a RaspPi before I just wanted to double check. :D