You have to record a short clip before you shut the camera off to prevent this, I think if you search for "file number exceed limit" you will find a few discussions of this.
I can say for sure that this "FILE NUMBER EXCEED..." thing does not always happen after a successful span, in fact I have seen it only a few times with many "spans" done without this symptom.
But what exactly this phenomenon depends on remains a mystery to me.
I saw it once - and only when I'd filled the card, not replaced it with another.
I wondered about the ambiguous syntax here: I'd have expected "File number exceeds", meaning the filename is too high, or else "File number exceed" meaning there are too many files.
I got this error the other day while shooting with FM2.0. The weird thing is, I had just formatted the card, switched the camera off then on again, and still got the same error. I tried formatting AGAIN, but the error persisted. I switched to a smaller card. Mystery indeed.