On my local machine Karma proxy the requests to localhost which is not a configured virtual host, thus it fails to grab materials from /load.php.
Configuring the proxy with changeOrigin: true fix it for me. From their documentation:
The proxy can be specified directly by the target url or path, or with an object to configure more options. The available options are:
target The target url or path (mandatory)
changeOrigin Whether or not the proxy should override the Host header using the host from the target (default false)
It is not an issue on MediaWiki Vagrant or Wikimedia CI which both use 'localhost' as a virtual host.