I filed an Annual Return for a client yesterday with no change to the details. The web confirmations were fine but, when I received the email confirmation, I noticed it stated "Change of location of company records to the registered office was accepted" (Form AD04).
CH were very helpful (understood the problem, rang back when they said they would, sorted the problem). Apparently they had this problem a while ago and thought it had been sorted. But obviously it is still an issue.
So do check your confirmations if you don't want the company records wandering around the country!