Instant reply from Prototools; you were right: turns out that the collets did indeed change to being of Chinese supply which, over time, drifted away to a different fit to the original Suhner nut. Me having bought my first milling machine in 2016 didn't know it was all meant to be a lot easier to use, didn't know to raise the alarm :-).

Prototools now only supply collets with nuts to avoid any possible confusion. They are going to send me a Chinese nut FoC.