Yeah, CORS is what I was going to say was probably the issue. There's a big difference in opening files with a file:/// URL vs. a http:// or https:// one. I believe Chrome, Firefox, and Safari all also have some nuance in how they treat it as well.
In fact, this is the main reason why previewing from Hype uses a http:// URL that connects to a webserver embedded within Hype.
If you're just looking for testing locally, I will typically setup a quick server using this python terminal command (first navigating to the folder where the .html file is):
python -m SimpleHTTPServer
Then I preview at http://127.0.0.1:8000. For heavierweight previewing I also will use MAMP.