I don't think that the code that enables extensions in Edge is present in any current public Preview build. They surely require a later (not yet released) Preview build to work. I'd expect they make it public during the BUILD conference because it's clearly a developer feature in the beginning - someone has to write (maybe convert exisiting Chrome) extensions before this feature becomes any useful for consumers (insiders).
When is there going to be a new build? Did not Gabe Aul state that they would be delivered to us faster?
The Build Conference is at the end of the month. We will get one by then, but we may not get a PC Build between now and then. Right now every thing at MSFT is about getting out Win 10 Mobile.
I think that they probably also want a close to perfect build to release for the BUILD event as well. Showing off Edge extensions on a build that has issues would be an embarrassment.
Do you remember in the past when the OS crashed in the middle of the Demo on the Big Screen on the Stage ?