I noticed that as well, as I had the SE530 from the older generation and have recently got the SE846, that the black foam tips now have the extra wax guard compared to the old ones. From the SE846's promotional photos, the old tips were being used.
I don't know if it was me, but I think the same sized tip with the wax guard is just ever so slightly smaller than the old ones without the wax guard. I use the medium tips with the SE530 and they have a perfect seal. Now with the SE846, I found that with the medium tips, I hear a leakage. The large ones seem to be quite a bit larger, and looks larger than the old ones, in this case (DOH!)