I noticed that too. My 2005 HK P2000sk does not have Heckler & Koch on the slide forward of the ejection port. The logo on the grip says P with 2000 underneath it. On the older ones, the logo on the grip says HK with P2000 underneath.
Back in 2003 I saw my first P2000 at a gun show and I swear the finish was a very flat non reflective black phosphate. My P2000sk slide finish appears to be sort of a satin black. If memory serves correctly, P2000s used to be offered in 2 finishes, "Matt" and "Blue".
Other than the logos and possibly a change in the texture of the slide, I don't believe there are any changes. I agree with you, the logo on the slide does look a lot better than not having it.