I haven't been able to do much with JME yet as other programming projects are taking up my time so I may be wrong about the following but lets go over the list and see why they are setup.
First the exit key binding-> strictly spoken not needed. Until you run your game in fullscreen and don't know about alt+f4 or have that disabled, then its nice that the engine already put its own keybinding which you can use to stop the game. Especially as it can be changed later on.
As for the camera, pretty sure that without one you can't see anything thus you will probably want one anyway.
font -> probably needed for the debug text. Not sure..
debug text -> you are developing a game.You probably need some debugging to happen and turning it off during initialization probably doesn't cost that much.
root and gui nodes. Probably as necessary as the cam. Perhaps the gui nodes a bit less, I guess those are made to support the debug text?
the listener. I guess you mean for sound? Which is something pretty much every game needs and disabling probably takes little to no time so why not have it automatically made? (Also, yes you can now clearly see how little time I spend with JME. I am planning to change that, just need more time..... )
Remember that you only need to extend this class once and from that point on you can just pass the created objects to the methods that need them saving you the need to create them yourself.