There’s a feature suggestion discussing this (incl. pros and cons).
What exactly are you missing and on what specific platforms?
Movie extras are 100% supported on the Apple TV client.
The only gap I’m aware of relates to extras for tv content. Not all clients support extras for all tiers of a tv show library (show, season, episode).
The level of support is documented on the related support article.
In addition there’s a feature suggestion addressing this gap (again… focusing on tv content; not aware of any gaps for movie extras).
