DMX uses an electrical standard called RS485. This uses two wires, where the voltage difference between the two wires signals a "0" or "1" (there's also a ground to for shielding and to keep common-mode voltages reasonable, but that's not part of the signalling). This is what gets sent over the CAT5/RJ45 cables, or XLR for commercial DMX, and is what the TX/RX outputs.
Inside devices that listen to DMX, there's a chip (MAX485, SN75176, or similar) that converts this differential signalling to a logic level (one wire, 0 and 3V (or so) for "0" and "1") that the PIC or other processor wants.
The EX/RX skips the differential RS485 step, and outputs the logic level signal directly. It's to simplify things and reduce cost; no need to take logic level, convert to differential, and back to logic level to go the few inches from EX/RX to DMX device.
Since your modules are sealed, and are expecting differential DMX, you can't use the EX/RX without adding the other parts to make it a TX/RX.
/mike