As per the rig readme, you need to host your files - https://github.com/twitchdev/developer-rig#tldr
we provide a tool in the rig to do that for you, namely, yarn host -l path/to/frontend/assets/ -p <desired port>
or you can do it yourself, using some webserver.
to fully test an extension in the rig, you must be hosting your front end files, running your ebs, and running the rig.