ground loop on an adaptor board
A ground loop or other coupled ground  concerns are a consequence of there being real impedance associated with real world ground. Even a PCB plane has some impedance. This is not meant to start an argument over ground loops and ground noise, but for this purpose is enough to say that if you have a sufficiently low impedance connection between the ground pins, then effects of ground loops are a non-issue. 

In other words , it is totally reasonable, and usually recommended, to connect all GND pins to the same, low-impedance ground. 



The regulator breakout is providing multiple ground connections for several purposes. 


Reduce impedance of GND connection (e.g. in case a long cable is used) voltage drops of a few mV in VCC are usually well tolerated, but voltage drops or noise due to current spikes in GND w.r.t to your PCB can be problematic
A bad connection tends to have worse consequences when GND is disconnected vs VCC (brown out vs floating ground), so redundant grounds in case there is a broken pad or bad pin is a good idea. 
Having extra pins is good for the mechanical strength of the connector, and what else to fill the extra pins than extra gnd pins that can be left floating safely in worst case