First off, there isn't going to be a season four. Well, assuming the show doesn't go back into production, and that's a fairly safe assumption honestly. There's talk of a straight to dvd movie though.
Anyways, the Region one sets do have features, but nothing special. I'm not sure why they didn't do anything for the Region 2 releases, but it may have been that they didn't think they would do a wide release (meaning, more then one region) at that point. Anyways, Volume one (seasons one and two) had commentaries for eight episodes (they sucked....occasionally hilarious or informational moments don't make up for several minutes of complete silence at points), some tv ads from the show's premiere, and a several minute ad that is supposed to pass as a "behind the scenes featurette".
Volume two (season 3) will have 5 UNCUT commentaries apparently (Seth McFarlane said they cut out portions of the volume one commentaries, hence the shittiness), the original version of the pilot, and about 15 minutes of deleted scenes that double as animatics (since they apparently weren't completely animated). Otherwise, nothing much special there either. You're not missing much, honestly.