Whilst I do not know the answer to this, I will speculate that the movement in the 5004 and 5009 are not "exactly" the same. The date change process on a mechanical watch is not instantaneous as it is on quartz, there is a process that needs to happen, gears need to wind, levers need to move, springs compress / release, dials rotate etc and this all takes a certain amount of kinetic energy to happen and can be implemented in a couple of different ways so I would think it is possible that between 2 different watches the date change process may be different.
Some watches will have all the leg work done in the back end and will apear to change date almost exactly at midnight (store up some energy in a spring, release the energy quickly and rotate the wheel) where as others may have a more visual process (engage a gear that starts rotating the wheel some minutes before / after midnight and gradually rotate the wheel) - kind of like comparing a regular date mechanism with a retrograde one.
So is it possible that the 5004 and 5009 have a slightly different mechanism for the calendar wheel and this is why it looks like they change at different times?
Cheers,
Ben