After playing a bit with controllers and CF cards, I assume the following...
You CAN exchange the CF cards. They are only used to store cache data in case of an unsuccessful shutdown or failure of a controller or power supply.
However, it is important to have the correct type of CF card for the MSA controller.
We have here a MSA2000 G3 controller (Model: AW592A) which had a defective CF card. We found one that's working as a replacement. (card installed and cache enabled) Then I bought a couple of new ones (4GB and 8GB) but none of these is working. The flash card is "installed" but write cache remains disabled. (CLI: SHOW CACHE)
We even cloned a known good card bitwise to a new card... no success.
My conlusion is this: There are many different hardware revisions of CF cards (version 1.0 up to 6.0) and only the correct revision will work.
So... if anybody has an information about which CF card is working with which controller, that would help a lot.