I've been playing the collection for the past week, and I must say it's been quite fun.
As for the few extras that's in it, the e-reader cards for MMZ3 are interesting. You unlock a batch of cards for beating each of the four individual games. When activated, some of the cards just add decorative stuff to the resistance base or make some special NPCs show up; while others enhance the strength of your various weapons.
The artwork that shows up on the bottom screen is alright. Most of the time it's just pics of Zero and whatever you currently have equipped as your main weapon, but it changes to art of whoever your fighting whenever you get to a boss battle. Oh, and there's one for Ciel whenever you're in her room in each game. If you have the MMZ Official Complete Works, then it's nothing you haven't seen.
Finally, there's the easy scenario mode, which is the kind of linked mode of all four games. Keep in mind the name of the mode, EASY scenario, because it means just that. You start out with max life (4x starting life), all cyber elfs with all their effects active w/o penalty to ranking, full sub-tanks, weapons at max level, etc. Not to mention spikes don't insta-kill, and in some places spikes are completly covered over (think some aspects of MM10 easy mode if you've played that).
Easy Scenario is cool for a quick easy romp through each of the games in order, but it doesn't make a smooth transition between each game. What I mean is when you beat the last boss, it'll play the usual ending followed by the credits like you'd see when you beat the regular solo game, save afterward, a black transition screen saying "Switching to Mega Man Zero __", and then starts with the first scene of the next game.