Interesting, it works now. I deleted the movie from my iTunes movie library and then redownloaded it.If the items you previously purchased had the Extras included at purchase, and they are still offered, I don't see why they don't download along with the video.
I just did this the other day. When I was in iTunes I went to the "Purchased" section (far right side under the Movie Quick Links section) and downloaded the movie again. Both extras and the movie downloaded for me.