The wardens come with a very useable edge. However, it is more obtuse than what most of us knife nuts prefer. The nice thing about that is that you can thin the edge without losing blade height. If it came with a thin edge that you wanted to make more obtuse (for durability perhaps) then you would have to lose considerable blade height in getting the edge that you want.
THe GW is a great blade, although more expensive than most others of its size. I convexed the edge on mine with wet/dry sand paper and a piece of leather and it is one of (if not the) sharpest knife that I own. Unfortunately, I've not had the oppportunity to put it to use, so I cannot comment on function. However, it fits well in my hand and is light enough not to notice on the hip, or around the neck. I bought the standard leather sheath from the company store and wrapped it in paracord to make a neck sheath. It is too bulky not to print under a shirt, but this is not my EDC knife, or style of carry. I made it a neck sheath for those cold winter days when I am wearing several layers and a sheath on the hip seems to hide in the clothes. It also stays warm within my coat, so it doesn't make my hand as cold when I do have to use it.
There are many makers that can make a great leather sheath for your game warden without having the knife on hand. You could order a sheath from one of them at the same time that you order your knife and get them about the same time. Kydex is a bit more tricky, but you can always send your knife away for fitting. The companys store has both GWs and sheaths right now.
If you are looking for a lot of knife in a small package, I don't think that you will regret buying a Busse Game Warden.