Hi,
If you only use the Windows Desktop Express version, the main interest is the extensions loading ability. For AutoCAD developpement, you'll also have the ability to set a 'start up' program in the project properties (rather than hacking the xml build file).
If you also use some other Express versions (Mobile, Web) or have some interest for other programming languages than C# or VB as F#, C++, Python, HTML5, Javascript, etc., you'd have a all-in-one IDE.