No extension library

On my host, I type in something like !devobj or !obj, and it says No export xxx found.
What’s wrong here.
I have the SDK installed, with only the debugging tools selected, on Windows 10 1709.
!chain shows that dbghelp is loaded, but ext is not. .load ext says that “LoadLibrary(ext) failed, Win32 error 0n2”.
The C:\Program Files (x86)\Windows Kits\Debuggers\x64\winext\ext.dll file exists. The folder is not on the extension DLL search path. This folder is on the path on my target (also Windows 10).
Can anyone tell me how to correctly set up WinDbg on my host so that the C:\Program Files (x86)\Windows Kits\Debuggers\x64.… folders appear in the extension path? Is it because I only installed the WinDbg from the SDK without any other components?

I installed the rest of the SDK on my host, and got the same results.