The full solution is below, with a short explanation for each group. To avoid spoilers, play the puzzle or open the hints page before reading the answer panels.
LEGEND, SCALE, COMPASS, and BORDER all fit the category "Map features". These help you read a map. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Things with keys
MAP / HOTEL / PIANO / LOCK
MAP, HOTEL, PIANO, and LOCK all fit the category "Things with keys". Each one can be associated with keys. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Computer keys
SHIFT / ENTER / ESCAPE / SPACE
SHIFT, ENTER, ESCAPE, and SPACE all fit the category "Computer keys". They are labeled on many keyboards. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Fast things
ARROW / SPRINTER / COMET / FALCON
ARROW, SPRINTER, COMET, and FALCON all fit the category "Fast things". Speed is the common thread. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.