What is the model number of your device, which I’m assuming is a WDTV Live (Gen 3)? The number you gave is the part number. If your device shows as VESN the device is Canadian.
Just checked Future Shop and BestBuy Canada and confirm they sell the VESN model. When checking BestBuy USA they carry the HESN model. If this is correct the delta you refer to is the particular model (hardware) the store sells. It may be worthwhile to pick up a HESN model the next time you swing by NYC.
WD TV Live Streaming Media Player (3rd Gen.):
PAN AMERICA (NTSC): WDBHG70000NBK-HESN
CANADA (NTSC): WDBHG70000NBK-VESN
JAPAN (NTSC): WDBHG70000NBK-JESN
APAC (NTSC): WDBHG70000NBK-SESN
APAC (PAL): WDBGXT0000NBK-SESN
EMEA (PAL): WDBGXT0000NBK-EESN
AUS (PAL): WDBGXT0000NBK-AESN
UK (PAL): WDBGXT0000NBK-UESN