The difference is that the leads are not coated with tin lead solder. Many components are paladium, nickle, berilium copper, gold and Sac305 so they can be used in RoHs 5 boards where you have compliance to 5 of the 6 banned elements.
The part itself may not be Pb Free but is RoHs compliant. Some lead may be needed inside the part to make it work.
Note from a process point the PCV coatings on electrolytic caps and the PET plastic used to make slide switches and low temperature plastic on the headers can present issues when you go to the high temperature lead free soldering processes in the factory. Special steps are needed to make these work.
As a manufacturing engineer I've  contacted some of the vendors on these isssues because they haven't. 

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