This is because the specific version of d3dx9 a game was compiled against might not be present on a fresh Windows installation. If a game requires d3dx9_30.dll and the user only has d3dx9_43.dll , the game will crash. The "extra files" package essentially dumps every iteration of the D3DX library from 2004 to roughly 2010 onto the hard drive. It is a brute-force solution to software dependency, ensuring that no matter how old the game, the required "extra file" is present in the correct architecture folder (x86 or x64).
A few “extra” DLLs that do come with the official Jun 2010 redist but appear in these packs: directx 90c extra files x86 x64