Alistair I seem to remember from some distant past that older ‘metric’ threads had a slightly different profile to standardised modern ones which may explain why your ‘new’ nut feels tighter on the older shaft, or it may be that both are are the extremes of the standard ‘tolerances’. ‘Stamped’ threads seem to vary more than ‘machined’ ones but there is a good guide to what variation is allowed online https://tinyurl.com/yc48saw2
Given that Citroen used M7 and M9 nuts and bolts on cars which few others seem to, don’t be surprised if the steering column is not standard 🙂