We do not support sending extensions as the CLI.  Technically we could out of our network, but the problem is the inconsistency with public interconnect networks (PSTN) and how they handle shortcode CLI.  We have encounter issues with some networks misinterpreting the shortcode and trying to "fix" it.  This results in something that cannot be dialed back and often is not recognizable.  
For example, we have seen some networks add a plus sign to the number which indicates that it is an international number. (ex. +1234) Attempting to dial this number back from the call logs DOES NOT result in a call to extension 1234.
Since we are a global network, the only way to consistently ensure that the CLI we send can always be called back and is correct is by using the full E.164 format for the number.