Answer:
About the SMA installation package:
AeXNSC.exe - package doesn't contain pre-defined NS URL and SMA settings.
AeXNSChttp.exe - package contains NS URL HTTP address and other settings from the Communication profile.
AeXNSChttps.exe - package contains NS URL HTTPS address, certificates, and other settings from the Communication profile.

Note:
In some cases, in order for the AeXNSCHTTP.exe and AeXNSCHTTPS.exe files to be updated as well, re-save all the communication profiles in use (if you have more than just the default one) under Settings>Agents/Plug-ins>Symantec Management Agent>Symantec Agent Communication Profiles. Change something (uncheck/check box) and save. You should be able to see in Trace logging that these files were created.

Also, you can add a password to the AeXNSChttp.exe or AeXNSChttps.exe file so it can be protected if someone tries to run the executable manually (under Settings > Agents/Plug-ins>Symantec Management Agent > Settings > Agent Install > Default Settings > Security: Pull Packages and select the option "Password protect package".