Lists whose URL does not end an extension do not load
Edge has a funny issue (in extensions at least) where it won't initiate an XHR to a URL that doesn't have a file extension. Eg, it will request https://example.com/list.txt, but fail when you try to request https://example.com/list.
It has nothing to do with whether the file exists or not; it fails when you try to send the request.
This may not be solvable in the extension and may instead require a fix on Edge's side.
Hmm... I thought this would explain my problem, but...
The "My Filter" list does not get loaded for me (asset-viewer.html?url=assets/user/filters.txt) also it ends with *.txt.
On the other side I can confirm your observation with the Filter "Peter Lowe’s Ad server list" (asset-viewer.html?url=assets/thirdparties/pgl.yoyo.org/as/serverlist) but then again "Dan Pollock’s hosts file" (asset-viewer.html?url=http://someonewhocares.org/hosts/hosts) is loaded and applied.
That seems like a really weird bug which should be fixed upstream?
I believe this has been half fixed in more recent Edge builds. It now only seems to affect local URLs without extensions. It's definitely an Edge bug, and I've let the Edge team know about it so hopefully it will be fixed soon.