The behavior at very low currents, as mentioned above, is more pronounced for lower-voltage "Zener" diodes, such as the 1N750, that are actual Zener diodes.
For nominal voltages above approximately 6 V, "Zener" diodes are actually "avalanche" diodes where the current increases faster with voltage than lower-voltage units, hence the voltage varies less with current.
For example, according to the ancient Motorola book, a 1N750 has 3.0 V across it for 0.1 mA through it, and 4.4 V at 10 mA.
The avalanche diode 1N754 increases from 6.4 V at 0.1 mA to 6.5 V at 10 mA, a much more constant voltage.
See page 4-6 of the 1967 edition of Motorola's Zener Diode Handbook.