In June 2014, I picked up a Cherry G80-3700HAU numeric keypad. One of my observations was that the Cherry MX Black switch used for num lock (MX1A-11GW), with its integrated LED, used a different upper shell to the other switches. This was confirmed to be normal practice in old Cherry keyboards, but no reason for it was known.
In July 2015, I also picked up a bespoke or home-made keypad with all MX1A-11GW switches. None of its eighteen switches had their factory-installed LEDs wired up. These switches were also of the alternative shell variety. (The plate is ferromagnetic, with some form of highly-reflective plating.)
Having queried my contact at Cherry US, I discovered that this practice continues to the present day (March 2015 at the time of writing): switches with LEDs fitted by hand in the Cherry factory use a different upper shell. The reason for this is to provide guidance for the LED; there is no other purpose. What is not clear, and no longer known, is why this alternative shell is not simply the only shell used for all switches. What are the drawbacks to it that stop it from being used by automated assembly lines in Asia? The specific details are now lost to the annals of time.
Upon taking the switch apart, two more things become clear: there is also a flat guard or guide below the surface, and the LED itself is self-retaining.
The legs of the LEDs are bent such that the LED will snap into place when inserted. Using the same LED in both MX1A-11GW and MX1A-11NN, it remains a tight fit in 11GW, while with 11NN it is marginally loose. The snap-in principle does work correctly with both designs of switch.