@ RoSchmi. The schematic for the Game-O shows the HC05/HC06 and the wire links is because the schematic shows 0 ohm resistors which is the same thing.
There are alternative pins for the BT_KEY and BT_LED but those are shown on the schematic as DNP so I assume that the standard would be R3 and R4.
@ Brett. Looking at the schematic of the Bluetooth Gadgeteer module, it appears to use the same HC05/HC06 device. On that the LED and KEY outputs are used to drive a couple of LED’s so they have 330 ohm resistors. On the Game-O is appears that these pins are fed to the CPU module so that it can interpret the outputs and then the programmer can use these to show on the LCD. This is just my take from reading the schematic and looking at the docs for the HC05.