The default format of keys was changed in OpenSSL 1.0. From OpenSSL 1.0 change log:
Make PKCS#8 the default write format for private keys, replacing the traditional format. This form is standardised, more secure and doesn't include an implicit MD5 dependency. [Steve Henson]
Good explanations of the difference between the two formats: https://tls.mbed.org/kb/cryptography/asn1-key-structures-in-der-and-pem
Converting RSA private key: