I posted this in the discussion section hoping there was a known resolution, however, this still appears to be a bug in SUF 9.20:

Upon Setup completion, one file remains in the _TempLaunchFolder, and that is the Font file used by the Setup Theme:
Microsoft Sans Serif_1.TFT

I even try to manually delete the files in the OnShutDown Action with no luck:

File.Delete(_TempLaunchFolder.."\\*.*",true,false, true);

The only way I can delete it is to schedule it for DeleteOnReboot.