Keep reading
"This service pack also includes updates previously released for OneNote
2003:"
I'm guessing that since SP2 includes the SP1 changes, it would make sense
to tell people who are not running SP1 but who are installing SP2 that
there are some new features.
I concede that the wording is confusing. I can confirm that there are no
new features added to the product between SP1 and SP2. SP2 is just bug
fixes. The only "new features" present in SP2 are those already present
in SP1 and which would appear to be new when installing SP2 on an
unpatched copy of OneNote.