Actually, there are only 4 push buttons on the scroll wheel (+1 button at the center). There's nothing to click at the corners.
This means that there are not enough push buttons to map the buttons of the Gameboy to. Rockboy is responding to the capacitive sensor, not a button press, for those controls (i.e. A, B, Start and Select).
I haven't used Rockboy on an iPod in quite a while, but I thought that pressing the Left or Right buttons performed a distinct action from simply touching the wheel at those positions (a combination of movement + A, if I recall correctly).