EX works well with Gen1 Expy's (1999-2002), and less well with 1997/8 Gen1's. With Gen2 Expeditions (such as yours, e.g. 2003-2006) Ford very much changed the communication networks. Gen1's used low and MS (Middle Speed) CAN, and that allowed OBDII, IC, PCM, ABS, GEM to be read. IC=Instrument Cluster, PCM (Powertrain Control Module, e.g. Engine & Transmission on Expy), ABS (Antilock Brake System), GEM (General Electronic Module, 4x4 Shift Motor, VSS and part of speedometer control, part of ABStoVSS, 4x4 Knob). (Never noticed if SRS is supported on Gen1...)
Also allows PCM's TCM component solenoid test, cylinder dropout, ABS flush, and a few other things.
On Gen2 2003-2006 Expy's, I think you need a VCM2 unfortunately, for anything other then OBDII, IC, and ABS. Ford moved many of the other modules to higher speed (or just different) communication networks.