So hard to explain...yes, the meanings are slightly different, but so close that you will probably never need to worry about it. I can only think of one situation where I would prefer one over the other:
If I am applying to a job for an international company, I might ask, "Do you ever go abroad?" to question whether or not I will be traveling if I take the job. In that situation, "Have you ever been abroad?" sounds like I'm asking a personal question. In the first question, "Do you...", the "you" is referring to people who work for the company rather than the specific person I'm asking.
When speaking to an individual on a personal level, though, I can't see any difference between the two questions.