as far as i know (for the past 5 years or so at least) you have always needed to transfer your stamp.
the question is, where can you have it transferred? ive always done it at bkk. the OP was not allowed to do it at the nong khai land border and was required to go to nong khai immigration.
im not sure when this new rule started... i did go through bkk airport a few weeks ago with new passport and old, and the immigration counter (where you pay overstays etc) transferred the stamp without issue, then stamped me out from the new passport. (i did this procedure there in 2014 as well).