I note that you have imported these "Asset" files into MC. You don't need to do that, and shouldn't, if you are going to use the "View Extras" functionality.
Here is a bit of a summary history of the View Extras functionality, as of June 2018:
View Extras functionality
22.0.21 (8/24/2016)
4. NEW: When files have sidecar images, PDF files, or documents, they'll be shown in a "View Extras" submenu to open each individual file.
22.0.22 (8/29/2016)
2. Changed: Add text files to the list of "View Extras" files.
22.0.23 (8/31/2016)
1. NEW: Added HTM and HTML to the list of sidecars shown by the new View Extras menu.
3. Fixed: The View Extras menu in images would show all the images in the same folder.
5. Changed: Sidecar searching for the "View Extras" menu also looks in subfolders called "Extras", "Scans", "PDF", "PDFs", "Booklet", "Art", "Artwork", "Cover", "Covers", "Cover Scan", or "Cover Scans".
22.0.24 (9/2/2016)
2. Changed: When viewing a sidecar image with the View Extras menu, it will add all the images it found to the current playlist so you can switch between them like normal image playback.
3. Changed: Added the extension to the list of View Extras menu choices.
22.0.27 (9/19/2016)
1. NEW: Added the option "View Cover Art" to the View Extras menu.
22.0.30 (9/22/2016)
1. Changed: Added the subfolder "Album Artworks" to the View Extras search.
22.0.96 (4/3/2017)
1. Changed: Added RTF to the list of extensions the View Extras menu searches for.
22.0.98 (4/10/2017)
3. Fixed: RTF files in the View Extras menu weren't opening.
23.0.2 (6/9/2017)
1. NEW: The View extras menu looks for a zip file named "Artwork.zip" and shows the artwork in the zip file if it exists.
File Types Supported:
PDF, Documents (for example: doc, docx, docm, odt), Text, HTM, HTML, RTF, "Artwork.zip", jpg, png
File types jpg and png are viewed within MC. All other files types are opened with the default Windows application, as defined by File Type Associations.
Note: Artwork.zip is only opened with the contents presented for viewing if the zip file is in the same directory as the audio files, and won't be opened if it is in one of the Extras sub-directories.
Not supported: mht, wps, xml, xps, bmp, tif, gif,
Folders Searched:
"Extras", "Scans", "PDF", "PDFs", "Booklet", "Art", "Artwork", "Cover", "Covers", "Cover Scan", "Cover Scans", "Album Artworks"
Note: These folders are not moved by the RM&CF function, regardless of the "Move all non-imported files in folder with selected media files". flag.
Special Function:
"View Cover Art", which views the Cover Art image MC knows about, in the same way that "right-click > Cover Art > View (first file)" does.