Since our AppExchange partners are selling apps, they are allowed to protect their code and not surface it to customers. I imagine some do open source these days, but many don't.
However, one of the conditions of a vendor offering their app on AppExchange is to provide "commercially reasonable support" to customers.
Reading into your question a bit, if there is something further you feel you need to know about how an AppExchange package is working, you should contact the provider. This information is always on the provider's page. In the instance of Email to Case Premium, you can go here.
This is a popular app, so hopefully they will see it in their interest to offer you some assistance with whatever it is you need to know about that package.