So he's in preschool, soccer, Tae Kwon Do, speech and OT. That sounds like a fair amount for a 3 1/2 year old.
When my son was in the "3's" class in preschool, I don't think we did much else. I had a newborn, so that was part of it. Before his brother was born we were in a class at the YMCA, a class at the park district and we were in a playgroup, so that was 3 mornings a week that we had something scheduled. Some families had more going on, some had less. You have to decide how much you and your son really want to do.
I think what you are noticing is exactly what preschool is for. Sure my son learned colors, shapes, numbers letters and some fun and interesting facts about other topics. But what he really gained from preschool was learning how to socialize. He learned how to listen to the teachers, how to negotiate with his classmates, how to follow directions and rules and live withing the structure of the school (not his own house).
If you and your son would enjoy additional activities and wouldn't feel tired or run down or over stimulated, then sure, set up some play dates. You have him in a few activities, so right now the bigger question is whether or not it would be too much for him.
Personally, I would try to relax and just have fun with him. He is learning and growing and receiving services. Keep working with him and loving him. Listen to what the speech at OT people have to say, and just try to trust that you're already doing what he needs you to do.