The superheat project started in 1925 or so. I think the arrival of the superheated 470's showed what a superheated engine could do. Many valve gear parts on Mudhens look remarkably similar to 470's.
My guess is once K36's and the first batch of K37's showed up and traffic began to drop off a bit, they simply stopped the project and let things stand the way they were. It would seem 450, 451, 457 probably spent their last days in service on the RGS until thru traffic was closed by the Ames Slide in 1929. When Victor Miller took over the RGS, one of the things he did to save money was to not lease D&RGW locomotives and run his own. The 3 soak Mudhens probably ran out their flue time and went into storage. By the mid-late 1930's photos show them stripped for parts.
460 seems to have lead a charmed life and stayed in service until 1939. It was based in Salida, although pics in the early 30's show it as a plow engine in Alamosa.
462 was the real anomaly having new cylinders and valve gear fitted, but not converted to superheat. I think it was one of the last ones worked on before the project was stopped. Maybe the running gear was in progress when the stop order came down, and they simply put 462 together and sent it out the door. The running gear and boiler work would have been done in separate locations at Burnham (I assume they did it there and not Alamosa). Most likely, the boiler would have been pulled off the frame and sent it to the boiler shop, while the erecting shop did the running gear modifications.
Lot's of items to speculate on.