How to avoid a ground loop between pcbs
It seems the important point was making the analog signal between the boards differfential.  If the boards are close enough to each other, which it seems they are, then a star ground as you have should be good.

The danger with a ground loop is that you don't know what path the power return currents of a noisy board will take.  You want them going directly back to the power supply via the same connection that the power comes in, but they could flow back thru the other board.  That could cause offsets in the other board, which could get onto the signal.

I think your non-looped ground and differential analog signal were both correct choices.  Just because it may work with a ground loop doesn't make what you did a bad idea.