No, there is no need to connect them. But the config tool thinks that an IO line is connected ("IO" next to address is highlighted). If you load default settings and save to flash, does that change anything for the next config-start?
emulaThor pointed me to this tool for erase the Pico-flash ( r.cade try this )
I did reset to defaults, save, still no sound. On power cycle, the settings are saved except the volumes are at 0% again each time. Turning them back up does not help. No sound pressing "p" or in any program. Revert to 0.14 works still normally.
I will try to erase flash with that tool and try again. It seems someone else posted in your Github issues with a similar problem.
Also, you are very appreciated for this project. Please don't take this as a complaint or anything. I know the project is free and I am happy to have it and help how I can.
EDIT: Ran the flash nuke tool and reflashed 0.20, with same result.