yes, that's an interesting point - sides often misidentified opposing units and this could be due to various reasons - both voluntary (to over-estimate the enemy and thus emphasize our own feats) and involuntary (just ignorance, or lack of vislibility or other conditions to recognize who's in front of you). It's so often that all French units are called "guards", and all Russian cavalry is called cossacks etc.
In this particular case with Heilsberg: Guards of Paris were relatively fresh unit on the theatre so Allies well might not know what their uniforms look like. They might knew that it is some elite French unit that assaults their positions and they were proud to repulse it. One can speculate how information was changing: French Guards - Guards from Paris - Guards of Paris; this is only my speculation, though.
We know another similar fact - after Friedland Chief of Pavlovsky Grenadiers Maj-Gen.Mazovsky was mortally wounded and burried by local civilians who heard from him that he is commander of grenadiers and that he is from St.Petersburg. When later in 19th century local community decided to erect a monument, they invited representatives of Russian St.Petersburg Grenadier regt - and it's only then they found out that Mazovsky was not really from St.Petersburg regiment but from Pavlovsky regiment. This case just illustrates how information can be misinterpreted.