Sending a Proof - Display only renders as per delivery when "Enable proof sending" checked

There appears to be two ways to send a proof, but the proof results are different:

1) Create an email delivery, after saving you can send a proof using the "send a proof" button in the ribbon

2) Check "Enable proof sending" in the delivery properties and after running workflow you can access the "Send a Proof" button as part of the approval process.

When I send using method one above, the email proof delivered displays fine and doesn't show errors.  However when I send using method two (enable proof sending), I see errors in the proof (if they exist).  This is good as it allows us to fix the HTML.

My question therefore is, why doesn't the first proof sending method show the rendering issues.  The issue in one case is that there were some MS Word symbols that were copied into the HTML.  The proof when sent using method one above did not display the errors and rendered find, however when we sent a proof using the 'Enable proof sending' method the email rendered as it would if the delivery was actually sent to the recipient (eg displaying lots of '?' characters in the output).

Would really appreciate knowing why one proof method isn't the same as another method.

thanks