Hi TKHooper,
This is where Latin names are important. Globe Amaranth is Gomphrena globosa. Amaranth is Amaranthus of which there are various species Amaranthus tricolor, Amaranthus caudatus, etc.
So though they have a common nickname, they are not the same genus. And it usually safe to assume because of that that the seeds will look different. Sometimes even within the same genus of plants, the seeds will vary species to species. Like salvias, sometimes they are round, sometimes they are oval. The color can vary greatly too.
Anyway, back to the original question, The seed is in the fuzzy cocoon part. I've not tried to take them out of the fuzzy part, but they probably are oval as you have found.
Probably more than you wanted to know, lol
Remy

Your wonderful. Thankyou thankyou thankyou for the information. That is exactly what I needed to know. I was so worried that I was harvesting the wrong thing. I couldn't put them in packets and put them on the trade list.

Again thank you so much for telling me all of that.

You're welcome!