Hi Johan,
That's a good point and needs someone with more practical electronics experience than I have to comment on. I have seen this issue debated in forums back and forth, w/out a clear winner either way...
Typically it is ESCs being discussed -- whether the ground wire to the controller is needed, or just the signal wire. I think it's the same question with servos. What I don't know/understand is under what conditions would the ground level on the AQ be different than the rest of the common grounding circuit. If this can happen then maybe the answer is to connect the ground pins on the AQ to the common ground circuit (not necessarily directly to the servo/esc). I don't know what's up with the PPM problem and why it's so sensitive, but I've heard of that issue before (with other flight controllers).
From my limited experience/knowledge, the only reason to NOT hook up the ground wire like you suggest is in case the main ground lead from the battery/v.reg gets interrupted. In which case the current will flow through the flight controller. In the case of a couple servos, that might be OK... but in the case of a motor drawing 15A or whatever, probably not so good. Of course with enough current, the circuit will likely close itself via the signal wire anyway, causing all sorts of havoc...
Cheers,
-Max