No it hasn't changed. If applicants do not have a NIE when they apply for a Registro, then they get one at the same time. It makes sense to do the two together if you are going to want both. Some only want the NIE, though, and others only want the Registro because they already have a NIE. Any of these is possible.
I was there this morning and I know they're running short of the modelos, so they're probably trying to get people to minimise the paperwork (surely not!
). I asked for six application forms and modelos, and got given six forms and four modelos ... when I said no, I need six of each, I got a scowl and a complaint that they were running low. I said that the extra two forms weren't much use without the modelos unless they'd be prepared to process them without ... so he reluctantly handed over the extra two.
You can't apply online ... he might have meant that the application forms are available online. But even then the modelos aren't ...