Exactly right, Richard.
However, the point of interest in this picture and others of the train as it was on display prior to leaving for New York is to see what changes and other alterations had been made to the engine from it's days in active service.
As you say, the headlight is different, and the shabby numberplate she had carried had been replaced, most likely because it had been stolen.
The C&S shops took a lot of time and care to put the best possible face on this engine, and they probably knew she would never be seen in Denver again. They supplied her with the best they had and the best they could do.
When somebody looks at the engine today, she has evolved several times from the last run to Leadville.
It's history and legacy from March 1939 is every bit as valid as whatever was left of the engine from April 1937.