I believe there is a bug but it might only affect you if you shoot a single card, or have the cards set for backup or sequential.
Normally, I shoot with raw/jpg split on the cards. I write the raws to the fast card in the first slot, and the smaller jpgs to the card in the second slot.
Just for jollies I went to a "backup" configuration on the card selection and I had that very problem: no jpg images, only raws. This was despite the fact that I had a raw + fine jpg mode selected for the camera.
A side note about raw images appearing initially as the film simulation: every raw file has an embedded jpg. In fact, there's a product called "Instant JPG from Raw" or something like that and it can extract that jpg from almost any raw format of any camera. The jpg embedded in the raw is an image of what the final jpg would be but not necessarily of highest quality.
Anyway, if you divide image types across the cards, jpgs still work -- at least for me.