Does 3.5 SP2 change or break a SQL compact database created with 3.5 SP1-Collection of common programming errors
Yes, it can.
Notice this know issue from the SP2 readme:
3.9
When a new database file is created with SQL Server Compact 3.5 SP2 but change tracking (for Synchronization Services for ADO.NET version 1.0 SP1, Sync Framework version 1.0, or Sync Framework version 2.0) is enabled on this database file using a SQL Server Compact 3.5 SP1 runtime, there is an issue when SQL Server Compact 3.5 SP1 is upgraded to SQL Server Compact 3.5 SP2. In this case, the change tracking schema in the database file will not be upgraded and the context column will not be added to the tables that are being tracked for changes.
To prevent this issue, ensure that if a database is created with SQL Server Compact 3.5 SP2 change tracking is also enabled with SQL Server Compact 3.5 SP2.