It's because of the Pan American Games, which themselves combine riders at Prix St. Georges and Grand Prix (since 2015). Wellington Nations Cup is traditionally a test event for the Pan Ams, while all other (European) NC stages only use Grand Prix.
Grand Prix (also called "big tour") is the main dressage test, featured at the Olympics and other major events. Prix St. George ("small tour") is an easier test that doesn't have some of the tougher movements. Prix St. George is therefore used at the smaller regional games (Asian Games etc), and as a stepping stone for young horses on their way to the Grand Prix...
Grand Prix riders will advance to Grand Prix Special, and then Grand Prix Freestyle. Prix St. George riders will advance to Intermediate I, and then Intermediate I Freestyle.