For those who are interested…sftp is not possible on the EX2 out of the box. But after significant hacking (but perfectly safe) it is possible to run sftp on the box. The sad thing is the box ships with sftp server running right out of the box…but no way for you to connect to the sftp server. That’s because the SSH access is limited to the sshd user out of the box.
To get it to work, you will need to make a few changes…one of which may void your warranty. And that is rebuilding the EX2 firmware using the source code WD put up on their site. Using their code, you just need to make a small change to the sshd_config file allowing any user, who you want to have sftp access, to have ssh access first. Then that user can generate their private-public keys on their machine, login via ssh, copy over their public key and subsequently use sftp from an sftp client.