I tracked down the problem. On Linux:
java -jar cpt4.jar
does not properly append to CONCEPT.csv, but rather produces a lower-case concept.csv. I thought this problem had been fixed, per this post. If I append concept.csv to CONCEPT.csv, the problems with CONCEPT_RELATIONSHIP.csv, CONCEPT_ANCESTOR.csv, and CONCEPT_SYNONYM.csv having terms that do not appear in CONCEPT.csv go away.