Parallel Studio XE has backward compatibility unless the functionality is depreciated or some major change has been made.
As you are comparing with Parallel Studio XE 2015 and 2019 there may be some major deprecation or functionality in the components of PSXE.
So please go through the below link and compare the functionalities depending on your usecase.
Binaries should be compatible. However, some command line options will be deprecated. If you have a PSXE2019 installed, you can run "icc -help deprecated" to see those options listed.