Your last paragraph is exactly what's going on with these movies. They all have the bonus content tacked onto the end and on Vudu, where at least LOTR was originally purchased there was nothing tacked onto the end. Frozen is from Amazon and was also just the "theatrical" version with no bonus.
Yeah, that is because each store does it's own thing in regards to extras and what they map to from MoviesAnywhere. There is no MA digital locker version of Movie-only or "Movie+Bonus".
Vudu's extras are always separate, like Microsoft Movies does now, not tacked onto the end. No one has done that for a while but undoing/updating the old versions takes $ and time and obviously isn't something MSFT has been willing/able to do on those old titles yet.
In the case of LOTR, I redeemed my codes on Vudu when they came out and have linked MSFT, iTunes, and Amazon. Vudu does not have extras for the extended version or standard versions for some reason. If you look at moviesanywhere.com for Fellowship extended you will see that they have 3 separate extras. (I've found that MoviesAnywhere site & app often has extras on older titles that the stores don't.) iTunes has the same three extras. MSFT has them but of course only in the terrible tacked-onto-the-end format. Amazon doesn't have any extras but Amazon's movie experience is terrible by comparison to any of the other stores.
So to net it out, MA syncs the core movie record to your linked stores which is mapped to a version by each store and so what extras you get (and how you can access them) is up to the store. MA's site also provides you with another source of extras that could be more or less complete than your preferred store. You aren't syncing extras or non extras versions.
That said, most new movies seem to have same extras across the stores so it seems to be mainly a problem for non-recent (or smaller) titles.