Aww, what am I missing out on? I didn't know this was one of *those* books. Pretty Deadly neglected to include a written prose thing that ran in the back of the first series that explained the origins of two of the characters in the book haha. I mean, the characters in question are basically tricksters so it isn't too important why they do what they do, but it's like eh. Thankfully they collected it for volume 2. For me it's just like, I'm literally never going to pick up the monthly, exclusive back matter or not, so it's just a pure punishment, despite all the money I might spend to support a creator or a publisher etc (not really sure where these ideas originate from).
I read the single issues cover to cover and don't remember there being anything vital in the backups and I'm pretty sure they stopped doing them at some point in the run. I think it was mostly a chance for them to showcase the work of friends or people they admired and it was in the form of 4 or 5-page short stories that were unrelated to the Prophet story they were telling. It did introduce me to some cool artists though like Fil Barlow.
As for why, for a more regular monthly cashflow? Rather than waiting for that 6-12 month cash injection from trades. I don't know the economics of it though so I don't know which they get a bigger cut from.