Well there are some easter eggs on the DVD box sets. Such as Interviews of Matt Groening (Season 1) and DXC (Season 2). Then there are commentary tracks to every episode, containing the vioce actors and writers / producers such as Matt Groening and DXC and so on...
Then there are table reads to few episdoes in Season 3 and 4. Drawing Guides on Fry, Bender, Leela and the Professor, Videos on 3d rendering, the already meantioned scripts and sheets of few Episodes... and and and..
I think that is enough, beside that they are on the edge of what is technical possible to fit on a DVD without losing to much video-quality.
Beside that, the DVDs are normally meant to be played in a DVD-player and not your PC or such. And as well know normal DVD players aren't a gaming console. What I mean is that it would be hard to even implement Games onto a normal Video DVD.
Welcome to PEEL DeltaWave,
enjoy your stay here.
If you need any help on this messegeboard I can offer you this link to our FAQ. It covers most questions regarding rules and behaviour of PEEL. here you have it, The PEELers' FAQ