I have no idea why Wake Up isn't on the album. Maybe they penned it last minute, and it's so good that it had to be released as a single, because they can't wait until the next album because then they'll have moved on musically. Loads of bands have done that - Manic Street Preachers is a good one, with their cover of Suicide Is Painless around 1992 (Although that was for an NME album), and Masses Against The Classes a couple of years ago (Their earlier punky stuff is SO much better than the newer stuff). As for Burn Burn, I think it's one of the 1st songs they recorded for the album, but it's on their latest album, so in answer to your question it is a relatively new song.
Oh... and they were pretty poor live - Both The Bronx and Avenged Sevenfold put on a much better show live (Although I do prefer the music of Lostprophets to A7X)