At load time, Hype will only download the smallest set of files it needs to run, so unless disk space is a concern there's no download penalty to keeping the files around.
Your deductions are pretty much correct, but I'll explain each file in a little more depth:
This is basically a representation of the .hype document for restoring from an export. We did this mostly for support reasons - often users would email us their exported document instead of the .hype document and it'd save us a couple emails. Also users sometimes accidentally would trash their .hype document and this is a nice way for them to get back to a working version.
The first few digits are randomized so that a casual browser cannot guess and download your source document; if you really don't want people getting at it then you can disable generation of this file in the preferences as @Photics mentioned.
Same as above but does not include support for IE6-9 or Physics. In most cases this is what is loaded.
Used for IE6-8 to provide some CSS3 effects.
Used for IE6-8 to properly display PNGs with alpha channels.
When "Create offline application cache" in the Document inspector is checked, this file is created as a listing of resources which are to be cached for offline usage. Otherwise this file is not created.
This document contains all your animation/layout data as well as a basic loader for choosing which HYPE.js runtime file to load. This one is absolutely critical!
Thanks! We spent a lot of engineering effort each release to make sure download size and network connections are as minimal as possible.