"Naturally smoked" has very loose legal definition in the US and EU. It simply means smoked over a wooden fire. The wood is up for choosing as neither the FDA nor the EU make specific mention of what must be used unless there is a defined wood type on the label.
Liquid smoke, which is used in the EU and US, is smoke captured from a natural smoking fire, purified, refined and filtered to remove carcinogens you'd otherwise consume in a naturally smoked product. This can sometimes be injected in minute amounts into fish that would otherwise be exposed to dry heat at a lower temperature and packed with salt and be sold as "smoked fish" both in the EU and US. As for haddock and other fish color, it depends on what they'd been eating, mislabeling, exposure to chemicals in the ocean, etc. I've landed maybe a thousand fish in my life time. There's zero consistency between fish whether you catch it in the wild or buy it at a fish mongers. Buy 20 whole haddocks or salmon, fillet them, not one has the same shade or meat texture as the other.
They taste the same. The latter is technically healthier as you're not consuming byproducts from woods that can otherwise build up and harm you.
