I found the answer to, “Why do the sample projects mentioned above have a gameplay module in them?”
Both of these samples actually use a second module for the loading screen (which isn’t actually seen when I run the game from the editor). This loading screen. If you look at the (samplename).uproject file you see that the loading screen is created as a separate module so it can be loaded BEFORE the primary game module. This allows the application to show the loading screen before the game has finished loading. Unfortunately I was only able to figure this out after learning the basics of creating gameplay modules which I couldn’t learn from the Unreal documentation/tutorials alone.
A good tutorial for gameplay modules can be found here. It would be nice if Epic released some better documentation on the subject so I know other situations where using a separate gameplay module would be beneficial.