Not unclear to me...
The message in the first post would delete the song, including from iCloud, by default. You can choose to remove the copy from this computer only as an option. The option would remove the file, but would not affect iCloud.
Post #3 message would remove the song only from this computer, by default would not affect iCloud. You can choose to remove from iCloud and all devices the synchronize to your computer, which is an option.
Apple has just swapped defaults for options between the versions.
Both seem pretty clear to me, and should achieve the purpose of slowing you down when you get ready to hit the "Delete" button.
Perhaps Apple's idea is that this will help avoid complaints when people delete songs, but they keep showing up when the songs are left on iCloud. The default is now to remove the song from all locations, with the option to remove only from this computer, leaving iCloud untouched. Seems less prone to mysterious results now.