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They will never stop showing non-subscribed channels in the guide, as it's a way of encouraging you to subscribe to them - "look what you're missing" ...
But I've never understood why Sky don't have the HD versions of a channel on the same number - it would certainly be less confusing - I've only just got to the point where my elderly in-laws will actually use their Sky box for BBC & ITV ! They used to always watch the analogue terrestrial broadcasts, on a widescreen TV, in glorious stretchy-vision! Even now they are equipped for HD, I don't think they ever use it: they just pick the first channel out of the guide that has what they want to watch showing, and the HD versions always seem to be several pages further on!