Ok, never mind my previous post, I misread the manual. The terminal DUmp command works on the RAM of the S4, not directly on the device in the ZIF socket. My fault, sorry.
Anyway after a LOad and DUmp to verify that the device was indeed blank, I tried programming it again:

>BURN
AMD 28F256
12.00V ...

I had ERASEd the device first, but I can try again.
First I dump a few bytes:

>DUMP 28F256
00000,50
00000 C3 00 00 13 10 07 FF FF C.....
00008 C3 7B 11 AE 0C BC 0C FF C{...<.
00010 FF FF FF FF FF FF FF FF 
00018 FF FF FF FF FF FF FF FF 
00020 FF FF FF FF FF FF FF FF ...

I am trying to program an Am28F256A (AMD) in my S4.
The S4 has library 2.93:
DATAMAN S4
LIB 2.93
512K BYTES RAM
and I selected AMD AM28F256 as the device
>CP
>SELECT DEVICE


AMD 28F256
12.00V Burn pin 1
10us No Overprog
Alg 66, Ref 011A
The EEPROM checks out:
>PRETEST 28F256
00000-07FFF ...