First, as far as I can gather there are only 54 protein-coding genes on the human Y chromosome:

mysql -u anonymous -h ensembldb.ensembl.org

mysql> use homo_sapiens_core_75_37;

mysql> SELECT gene.biotype, COUNT(*) FROM gene, seq_region, coord_system WHERE gene.seq_region_id = seq_region.seq_region_id AND seq_region.name = 'Y' AND seq_region.coord_system_id = coord_system.coord_system_id AND coord_system.name = 'chromosome' GROUP BY biotype;
+----------------------+----------+
| biotype              | COUNT(*) |
+----------------------+----------+
| antisense            |       10 |
| lincRNA              |       48 |
| miRNA                |       14 |
| misc_RNA             |        5 |
| processed_transcript |        2 |
| protein_coding       |       54 |
| pseudogene           |      335 |
| rRNA                 |        7 |
| snoRNA               |        3 |
| snRNA                |       17 |
+----------------------+----------+
10 rows in set (0.02 sec)

Why it does say 72 on the website, I don't know and would be something to ask the Ensembl team (helpdesk@ensembl.org).

To get the gene symbols for these genes, you best use BioMart:

• Go to the Ensembl homepage (http://www.ensembl.org/).
• Click on the 'BioMart' link on the toolbar.

Start with all human Ensembl genes:

• Choose the 'Ensembl Genes 75' database.
• Choose the 'Homo sapiens genes (GRCh37.p13)' dataset.

Now, filter for the genes on the Y chromosome:

• Click on 'Filters' in the left panel.
• Expand the 'REGION' section by clicking on the + box.
• Select 'Chromosome - Y'. Make sure the check box in front of the filter is ticked otherwise the filter won't work.
• Click the [Count] button on the toolbar.

This should give you 495 / 64162 Genes.

Now filter further for genes that are protein-coding:

• Expand the 'GENE' section by clicking on the + box.
• Select 'Gene type - protein_coding'.
• Click the [Count] button on the toolbar.

This should give you 54 / 64162 Genes.

Specify the attributes to be included in the output (note that a number of attributes will already be selected by default):

• Click on 'Attributes' in the left panel.
• Expand the 'GENE' section by clicking on the + box.
• Deselect 'Ensembl Transcript ID' .
• Select 'Associated Gene Name' (and any other info you're interested in).

Have a look at a preview of the results (only 10 rows of the results will be shown):

• Click the [Results] button on the toolbar.

If you are happy with how the results look in the preview, output all the results:

• Select 'View All rows as HTML' or export all results to a file.