Why is there a 0R resistor linking GND and AGND in analog voltage reference circuit?
Digital circuits are noisy, but they can (mostly) handle their own noise without noticing.  Analog circuits notice noise a lot; in fact, they have to pass noise just like a signal because they really can't tell the difference.

The best way to keep digital noise out of analog circuits is to keep them separate, both physically and electrically.  But they have to be connected somehow in order to convert from one to the other, hence the jumper in exactly one spot, which is probably next to the converter on the physical board.