Zeners possibly needed to protect from kickback voltage when long wires have high current turned off fast. Since there are 3 different dies, some of LEDs have zeners, and some do not.
Consider 1 meter of 1mm wire in free space carrying 80 mA. Inductance of this wire is 1500 nH, so energy of magnetic field is 5nJ. When shut with digital driver, the energy will turn into potential of capacitive load (closed FET or similar gate, looking like a capacitor). To not exceed 5V reverse, the capacitance of load must be higher than 400pF. If less than this, then you get overvoltage.
E=CU^2/2 = LI^2/2
One example of fault I seen is positional (pnp or npn) 24V sensors for pneumatics. They have some fast circuitry inside to drive output with 24V. The fault was that after weeks of being loaded to opto couplers, the optos died. The cause is long length of cable and optos having unprotected IR LED. And solution was to add zeners in parallel to LED.