Yes, you are correct. The X-SE is identical to the X-24AM.
I wouldn't go so far as to say that the NC chokes are a better quality choke. They are simply made with different materials and cost more. Due to the different materials being used, they offer a different sonic flavor. Which one is better between the AM and the NC will depend on the rest of one's system/room acoustics, etc.
Mitch is also correct. The last time that I had spoken with Benjamin regarding the Z-Chips... he was out of stock, so "upgrading" your existing dac is not an option.
It seems that there may be a lot of Mystery behind the "Z-chips" I believe that both chips are basically the same chip, but that the "Z-chip" might have tighter tolerances. Whether those tighter tolerances of the Z-Chip alone can be heard in a reliable and consistently blind test method - I have no idea.
I think hearing a sonic difference between the AM and NC chokes would be much more easily heard. Whether those sonic differences are a plus or a minus would depend on the rest of your system - the whole system synergy idea.
I agree with Mitch that the X-SE; X- 24AM (both of which are the same), and the X-NCZ would all be excellent dacs. It's just a matter of getting the correct flavor of sound to gel with your system/room.
Best wishes,
Don