That "bulb" already has a resistor inside.
If I have a 6V LED and run power from the 5V pin through the LED to ground would I need a resistor at all because it's a 6V bulb? No.
6V is the "rating". The actual voltage depends on the power you connect. Running from 5V and adding a resistor does not increase the voltage. It decreases the voltage (to the lamp). Your lamp will run slightly dimmer at 5V (compared to 6V), but it should be fine.
If you add an external resistor, some voltage gets "dropped" across the resistor... the 5 volts gets divided between the resistor and lamp, so there would be less than 5V across the lamp. It would be even dimmer.
What is the point of using the 5V pin when you could one of the I/O pins and set it as an output and HIGH?
If you need to switch the lamp on/off with software, use an I/O pin. Otherwise, I'll turn the question around... What's the point of using an I/0 pin if you are not going to turn on/off the lamp with the I/O? If you use an I/O pin, you'll have to program it. And, I/O pins are more "fragile" than the power supply, and if you accidently short-out an I/O pin you could damage the chip.
On the Ardunio Uno info page it says, "Supplying voltage via the 5V or 3.3V pins bypasses the regulator, and can damage your board.
They are talking suppliying to
the Arduino board.... You are talking about supplying power from
the board to an LED lamp. It's OK to "pull" a little power from the board to power a few LEDs, etc.