The
manual appears to show separate return connections for LEDs for the first four functions, suggesting that those pads have resistors. Compare to the last two functions which go back to the regular blue common and say 12V. Also the
photo clearly shows 1000ohm resistors connected in series to each of the 'LED+' pads. So NO, you do not need to add resistors as long as you use these pads.
Kind of weak documentation, if you ask me, (although better than Digitrax, which has none!), but I'm near certain you can do it. It really boggles my mind a bit that decoder manufacturers go to the extra effort of designing these features and then do nothing to call attention to them.
Also kind of weird that they put the resistors on the common side, so that you can't just still have all returns going to common. Digitrax does it the other way (when they do it).