Not having a WD MyCloud Drive I really cant compare, but to access your EX2 from outside your local LAN really is fairly simple. Fact is, I wouldnt want it to be too easy, there are just too many undesirables out there iwth nothing better to do than to attempt to brute force there way in to your drive.
In case you didnt know;
1- Go into the UI / Settings and select to allow dashboard cloud access.
2- Then you can either go to your router and directly forward the appropriate Port to your Drive, or you can go to the network settings and setup a port forward there. Be aware that for the port forward setup to work from the EX2 you must have UPnP enabled on your router.
3 - From outside your network enter your router’s WAN ip address in a browser and go. Also be aware that unless you have a static IP, or one that changes rarely you may want to setup Dynamic DNS so you dont have to keep checking what your IP address is.