Through the times, I've noticed that many Na-Sc MH lamps (Especially probe-start ones), tends to have a yellowish color when they are new.
I've seen this when I was in Leo-Beack high school, and in many supermarkets and american style floodlights for 1000-1500W probe-start MH lamps.
I've also seen this occurs also with the brand new US Osram HQI-T 400W/N/SI, that we operated at Eltam factory, and this can also be seen with the US Osram HQI-E 400W/N/SI of L_V in several of his videos.
Why this is happening?

Yes, I live in the US and almost the entirety of halide lamps available are 4000K Na/Sc type. The worst offenders of the initial yellow that you describe are the Venture and GE lamps. Ive seen some cases where they can almost be mistaken as 3000K lamps, and the Venture Uni-form pulse start lamps are notorious for going HPS orange in the initial 100 hour burn in, then reverting back to cool white slowly over the next 20-50 hours of lamp life. One interesting thing ive noticed with the probe start GE Multivapor lamps is that when they are in that initial burn in stage they often exhibit a bizarre lemon yellow color often accompanied by violent arc swirling/instability. This usually stops after the first 50-60 hours or so. Only lamps ive even seen that in. My guess is that with competition to provide longer lasting lamps, manufacturers are adding a higher sodium dose and thats what causes the early burn in phenomenon we are seeing.

Just discovered the Venture "natural white" lamps (at least the new ones) are Na-Sc but also have thallium. I just installed 30 of these lamps and they all go through the strong green thallium hue during warmup, still exhibit the orange/pink flashes of sodium during warmup too. what an unusual combination. These lamps never stay the rated 5000/5500K after about 1000 hours or so, they all shift to 4000K, its such a slow minimal shift however, nobody notices...until you relamp. I think these are a waste of money because you only get daylight-ish color during the first 1/10th or so of rated life.

The Venture "Neutral white" isn't a Na-Sc-Tl lamp: http://www.venturelighting.com/LampsDataSheets/NaturalWhite/59324m.pdf (Spectrum should be the same for all rest models of "Neutral white" MH lamp, and not just specific to the model in this PDF).
I hope that Globe Collector, Max or James or Stan, can reserve engineer the lamp spectra.

Natural white, not Neutral. And did you see the spectrograph on that data sheet? Peaks very high on a certain green wavelength. I know for a fact there is also sodium in these lamps