To answer your queries:
How do I tell if a given version of that game is the HE72 version?
The detection entry should have a "HE 72" suffix in brackets if this is a HE72 variant. If there is no suffix, this is the most common HE73 version. See:
https://github.com/scummvm/scummvm/blob ... les.h#L316
I own the Steam version of that game. It has the datafiles that end in .HE0 through .HE4. Is that release of the game the HE72 version?
I have no idea what version the Steam release is, but again, the detector of the SCUMM HE engine should indicate that as above on detection / in the launcher game list of ScummVM
How is the HE72 version different from other versions of that game, besides from a compatibility standpoint?
The v7.2 refers the internal engine script revision. I have no specific information here, but there is a reason the most common version is v7.3 ... i.e. they fixed bugs in the scripts. See:
https://wiki.scummvm.org/index.php?titl ... es_the_Zoo