Why some LM25xx DC-DC adjustable step-up converters have two negative connections (IN- & OUT-) instead of only one ground?
Can I just short IN- and OUT- to ground and use the 4 pin modules like the 3-pin versions?


It's 100% that it's already shorted on the PCB. So you don't have to short it again.


  What are those IN- and OUT- pins for?


Well, probably it's there so that you can connect the input and the output wires there. In many cases, the input circuit and the output circuit are separate circuits so their negative poles should be connected somewhere. Those pins can be used for this.