Extra Edition is barely essential. It's just a fun original adventure.
AGGO has no relevance to Alicization, it's a spin-off series, with an entirely different set of characters and a completely different focus.
Ordinal Scale, while it came to fruition much later than the Alicization series, seems to be having some effect on the series' anime adaptation, with already some details having been added that were introduced in OS, into Alicization. With Ordinal Scale characters being prominently displayed in the Opening sequence of Alicization, a whole lot more than what you'd expect from a simple cameo, it'd be safe to assume that OS will have some significance in Alicization anime.