Obtain S Rank in every Vision, including Boss and EX Visions.
Unlock EX Stages
There is actually a purpose to collecting those Sun Fragments in each stage. If you get all of them in a world, an EX level is unlocked for you to play. In order to play the EX Stages, you must beat the game and have every Sun Fragment from every level of the game. Only then will you be able to play the EX stages.