The difference is the mated height.
U.FL-LP-040HF : Max. 2.5mm
U.FL-LP-066HF : Max. 2.5mm
U.FL-LP-068HF : Max. 2.5mm
U.FL-LP(V)-040HF: Max. 2.0mm
The receptacle, U.FL-R-SMT-1(xx) on the board side is the same.
The mated height changes depending on the type of plug on the other end.