The EX series is a sort of guidebook around the characters and lore of the world of Kumodesuga as well as a collection of short stories that were previously retailer exclusive.
The sketches and descriptions are awesome. While this series did go downhill for me in terms of writing, I love the world so I really enjoyed seeing more of the art.
The short stories aren't that interesting and as you'd expect, super random filler. We go from Kumoko pondering the dilemmas of the spider equivalent of eating your own shit to worrying about looking uncool while using magical abilities and finally the fujoshis wondering if Yamada and Ooshima count as a BL ship and if so, which one is the seme and which one is the uke. Maybe Okina Baba had too much free time in his hands.
Oh there are also 3 sections of interviews with Okina and I did cackle when he confirmed while writing WN he was just winging the battles, often resulting in Kumoko's near death. lol