A series as big as Lost is always going to generate content outside of the show. Interactive games, internet shorts, novels, and the like are par for the course. But even if this content is "canon," and approved by the show's Powers that Be, the edict is simple: Fans of the series proper should not have to seek these things out for answers to questions posed on the series.
For example, while the Numbers were eventually explained, kind of, in the final season, an earlier explanation was given in an interactive game—and it's simultaneously lazy and unfair. Exploring other media and additional content should be a choice, not a necessity. It's a TV show—the answers should be found right there on the tube.