They all have chrome on the inside. The matte grey ones have an anti corrosion paint on it. The paint comes off after a few uses (it is only meant for storage, not for protection in use- that is what the chrome is for!). The reason only certain sockets have it on the inside is because it was a new addition to their manufacturing process in 2012 or so I believe. SK started producing sockets under Ideal Industries in 2010 without the anti corrosion paint (they all ARE CHROMED on the inside, regardless of the corrosion paint), and added the paint later.
So why are the socket sets mixed with painted and unpainted sockets if they switched from no paint to painting all of them? Well, you need to understand their manufacturing process.
Tool makers don't make a socket set at a time. They don't have 19 machines that pump out one socket size each to make a 19 piece socket set. Instead, they have, let's say 3 machines for 1/2 drive sockets (they probably have more, but sticking to 3 for simplicity sake). The first machine is set to make 8MM, the second 9MM, and the third 10MM. They produce 1,000 of each socket (again, random number chosen, they probably produce more 8MM and 10MM sockets than 9MM, because 8MM and 10MM are used more often in sets and bought more in open stock). After a 1,000 of each of the 8MM, 9MM, and 10MM are produced, the machines are switched to do 11MM, 12MM, and 13MM.
Therefore, a set of sockets that you buy can contain sockets that were made months apart, and sometimes even years (depending on how much inventory and sales of that company). The manufacturer will have these sockets in giant bins where they are pulled and either put into sets, or packaged individually for open stock sales.
When the anti-corrosion paint was added to the manufacturing process, SK obviously had stock left over from the first two or so years of production (which they weren't just going to throw out- rightfully so as the paint adds no practical value to the socket when they are being used, only if they get stored in a damp warehouse for a decade or two before they get shipped out to a customer). So whenever they made a new batch of sockets, they had the paint, whereas the old batches from 2010-2012ish didn't. When pulling sockets for a set, they pulled from both the older manufactured sockets and the more recently manufactured painted sockets, hence why they are mixed.
As time has gone on, and depending on who you buy from (as some retailers sell SK at a slower rate and thus have older sets), a greater percentage of the socket sets have come painted. Back when I first started purchasing Ideal made SK tools, anywhere from 25% to 50% of the sockets were painted. With my most recent purchase from HJE on SK Day, all but two or three sockets (out of 70 that I bought) were painted. Give it a few years, and buying from retailers that move SK faster than others, the sets will be completely painted.
Note, I am NOT saying that the unpainted sockets are Pre-Ideal SK old stock.
They are from Ideal, but they simply made a slight addition (painting) to their manufacturing process a few year later. Since we normally refer to sockets not produced under Ideal SK as old stock, and those under Ideal SK as new stock, it might help to think of the unpainted sockets as Old New Stock, and the painted ones as New New Stock

.
Once you understand the reasons behind the paint, it makes more sense. There isn't an actual issue with the sockets. If the paint bothers you that much, it does come off with paint thinner.
Other companies that have started using the anti corrosion painting have a similar phenomenon with their sockets where the sets are mixed. USA Craftsman, Armstrong, and a few others use this paint, and have mixed sets of painted/unpainted.
EDIT: I should just save a link to this post each time this question comes up... It happens about once a month...