I don't see how this would work on a 01 or older explorer, they didn't have digital odometers. In 02 and newer models, the message center wasn't in the center console anymore, they integrated it into the odometer.
This also doesn't work on my '02 XLT with the message center. I think it has it's own diagnostic stuff, that might only be accessable thru the diagnostic port.
My guess is the regular digital odo doesn't have it's own computer to communicate with the external computer that the dealer would use, And the message center dash does indeed have it's own computer (obviously) that can communicate via the trucks computer and run diagnostics.
Sounds plausible to me.