So were poring through the Zune HD's various manuals and documentation, like you do, and we noticed this little line in the A/V dock's quick start guide: An HDMI cable (included) and a high-definition TV are required for high-definition viewing. Zune HD and other touch-screen Zune players also work with the composite A/V cable (included).
Now, that's pretty interesting, since, you know, there aren't any other touchscreen Zunes out there. We'd say that's either solid evidence the boys in Redmond are planning to give the Zune HD the family it's always wanted -- or it's just a huge mistake. Only your doctor knows for sure.