Psynaptik: The extensions are written in Javascript and are part of the main JS file when you export your project.
So unless they rely on specific libraries or dependencies that are not available/supported by the wrapper, when exporting to mobile for example, it should work without issue.
But as you said, third-parties are not "supported" by Scirra, it's the author's responsibility to make them work and most of the authors will react when you are posting in the topics of their extension.
So an extension like R0j0hound's canvas (which "replace" the rendering window) is likely not to work as intended on mobile export - actually erroneous, R0j0's plugin should work without issues - , but for other extensions that are more of "logical" scope, there should be no issue at all.