Only "New Islands, New Adventures" is included, as it is the official expansion created by the Anno 1602 developers. Back then you could often find semi-official (or entirely illegal) mission discs for popular strategy games in shops that had nothing to do with the original developers.
In the case of "In the Name of the King", I think many of those missions were created by community members, and published via a German PC gaming mag. I am myself not familiar with "By Royal Command".
But, in short, the History Editions will include official content created by the original developers that we own the rights to.
Hope that clears it up :)