Here's what I got from the RWBY wiki.
The Manga anthologies are stated, by Kerry and Gray, to be "very much in tune with the show" and that "very minimal feedback had to be given on canon stuff". They explained the collaboration process in which as they got early versions of the stories and gave the artist feedback saying "oh this isn’t canon, do this instead" and mentions that a lot of the moments that they came up with for the books where things that they maybe could've shown if they had a little more time in the show.
[5] Due to this, it is ambiguous as to whether the Anthologies are canon or not.
- Miles Luna later describes the Manga Anthologies to be like "awesome fanfiction" that they loved and were happy to share with the fans. [6][7]
- When asked if the RWBY and JNPR Manga Anthologies were to be considered canon in any way, Homesha stated, "Maybe, maybe not.", leaving it ambiguous. [8]
- When asked if the RWBY Manga Anthology was considered canon to the main storyline, Homesha responded saying he had no idea. [9]
So, I think it's in a weird gray area.