Yeah, if you just stick with what came in the NA boxes as "canon" then you have one impression. If you lived in the UK and followed the development of the material there, you have a different one.
If you're like me, starting with the US edition, you can piece together some other material (with few contradictions) from the 1st & 2nd edition EU material, the Japanese game system, Marvel Comics special, White Dwarf Magazine, sticker album, computer games, and novels.
[ Edit: I've modified my view on this a bit, while possible to create a fan harmonization of the different sources, it's not a perfect fit. ] I obviously don't take it all together, because then I would have to conclude that Mentor/Zargon are the same person (or just happen to look alike), that Sir Ragnar was a traitor and was executed. So while filling in the details is cool, I'm with you in terms of leaving some stuff ambiguous. My "head canon" places the NA version as the base (even if it's really like the third version of the game, not the original) with much of the extra material that doesn't contradict it, from the other sources incorporated in.
I haven't read the novels. I only saw the sticker album this year. Most of this stuff I had no idea it even existed (even the EQP and BQP were just a picture on an ad flier with a few sentence description) until 2002-2003!
This takes me back to other franchises, like Star Wars (good luck keeping up with that and having it all "straight"). Or like the Matrix... when those came out there were a lot of confusing things but people were like "oh, you have to consume all this supplemental material and then it makes sense" and I was like "well if it isn't explained adequately in the movies we got, then they failed."
The board game should make sense on its own. If you want to "know more" then sure, grab one of these other promotional things, but since it wasn't included with any actual game, to me it's optional, its not the same level of "canon" even if at some point somebody in charge intended it to be. Even so, each region is like its own canon. I love the Japanese game system but it's clearly on a different trajectory than the others. And back in those days, we didn't really mix and match them like we can so easily now.
One sentiment I think IS arguable though is the idea that because HeroQuest (in the UK) was "loosely set" in the same world as Warhammer fantasy, that "unlocks" the whole product as canon. No. Warhammer Fantasy is HUGE, and it isn't just one thing either, if I recall. It too has evolved and changed over time, and isn't just "one thing" anymore. So to know what's "canon" in Hero Quest, do we have to merge all of the Warhammer fantasy (and the different versions of 40K too? ) together? What about Advanced Hero Quest? As with so many other fictional entertainment franchises, it's not exactly clear how everything fits together or even if it is really intended to. What advantage is there in doing this? I guess more money for the companies involved for the obsessive collector (granted so much of this material is "out of print" now and doesn't earn the owners anything but good will when purchased). But I can enjoy three different flavors of ice cream without necessarily blending them all into one big mound of brownish gray.
I think it's a point well made that if you are "looking for ideas" you can certainly crib from those related or semi-related franchises pretty easily. But if you don't, no big deal. "Loosely" doesn't mean "is identical, full stop." I like to imagine Battlemasters is part of it too, maybe Space Crusade as well. But for the most part, I play as if those things don't exist, and the players in my games don't need to know it either.
If someone wants to sit down and be the Pablo Hidalgo (the continuity guru for Star Wars these past several decades) of Hero Quest and try to write the definitive chronology and so forth, be my guest. But what purpose does it serve? The reason they create writers bibles for tv shows is to try to keep continuity straight and prevent guest writers from going off the deep end and contradicting established lore. When it comes to fiction like this, why does it matter if some authority figure says "well this story 'really happened' and this one didn't"? I get less upset then if somebody throws in a quest where there's an Orc Bard, because there's nothing stopping me from ignoring that "lore" in the quests I play or make on my own. But I realize some fans may take it a lot more seriously. Somewhere there's a guy lying awake at night trying to rationalize some problem of continuity until somebody at the company resolves it for him officially.
So I like the maps, they're cool. They help flesh out the illusion of the size and scope of the world without really changing anything in the actual quests played. But are there really skaven warriors, space elves and chaos gods out there that I have to worry about besides Zargon and his minions? Depends upon the mood I'm in, really. Nothing more.
I say the world is your oyster. You take the stuff you like, and leave the rest, and make up whatever you want to fill in the gaps. The creative-aspect of the game gives you that freedom, so you don't have to cram Warhammer Fantasy lore in there if you don't want to, anymore than you have to use D&D, or HeroScape, or whatever else might be possible to make "fit." To make another analogy, when I'm playing Donkey Kong Country, I'm playing that game, I'm not thinking about how Super Mario Bros 3 fits into this, even though Mario and Donkey Kong obviously are part of the same "universe." (Maybe that's a bad example because there are just so many different games with those characters now with very little effort at consistency between them)
I could go on and on and you don't have to care, but if I were a D&D fan, would I think I had to burn all my old books when a new edition came out? No, I'd more than likely just pick the edition my friends and I liked the best (or could afford) that weekend and play that. Maybe we'd play something else another time. Unless this is some official Magic the Gathering, Pokemon Edition tournament where they are saying I can only use my 5th edition, 2nd series, 8th season cards or go home, I always have a choice. But even so, there's nothing telling the players "hey, you have to incorporate all the Warhammer stuff in here because it's loosely based on the same world setting." Especially when most of the players never even knew that! Its cool to imagine if Lone Wolf or Greystar the Wizard could beat Sigmar in a fair fight.
My only interest in Warhammer at this point is that I might be able to crib a few miniatures from it to make the Remake set a bit more "classic" (Chaos Warriors and Fimirs, yo). But then as I'm looking it appears the stuff is pretty rare and expensive (or metal) so maybe it won't be so easy. 3D printing & sculpting... yo!