Are you sure about that? Here is what can be read in the document "ODIN-W2_GettingStarted.pdf" (page7) :
The extended data mode is used to enable control of each individual wireless connection (see u-blox Extended Data Mode Protocol Specification ). The extended data mode is a simple protocol for the UART, which enables transmission of data to one specific remote device and to know from what remote device the data is received. It is also possible to execute AT commands as part of the extended data mode protocol. Hence, it is not necessary to enter command mode when in the extended data mode. As it is possible to enter command mode from the extended data mode, tools such as the s-center will still work using standard AT commands in the command mode.