Tying ground planes together with a non-zero Resistor
It could be that a shorted resistor would be equally good as a 3R9 resistor or it may not. There are a few things to consider. Firstly, does the analogue circuit make an external ground connection. If it does and so does the digital side then putting a resistor in to bridge the two planes makes sense because digital currents in the digital plane will be less inclined to take the more arduous route thru the analogue plane. This reduces the likelihood of analogue noise pick up due to digital current: -



If the 3.9 ohm resistor were shorted out there will be a possibility of some digital current from [A] passing onto the analogue ground plane and passing through a sensitive area [B] before returning to the correct grounding point. With a 3R9 present, the digital current will be reduced because it will be more inclined to take the "easier" route to the power grounding point. Because also the resistor is leaded, it will have a significant inductance that might help this. Consider also that the 3R9 resistor may actually be an inductor and that the OP has misread what it is. Easy to do on some inductors.

There could be other reasons but I'm less inclined to speculate because I could be incorrect. Maybe supply pictures and a schematic.