What is the difference between 0039014041 and 0039014040

Other then the UL certificate, the parts are the same.

0039014040 (WM18435-ND)
UL 94V-2

0039014041 (WM23609-ND)
UL 94V-0

Please keep in mind that there is a slight color variation between the connectors.
The Molex uses different plastics when they manufacture the connectors, but still meat the same UL standard.
For more information, please see this post.