When we install NNS extension on dfx 0.15.2, we get an outdated version of II. This version of II does not allow alternative origins with the icp0.io domain.
A custom build of II wasm from latest release and manual deploy to dfx fixes the issue, but it would be nice to have it in the NNS extension 
I’m with you. I already reported it on the forum, I also forwarded the information to the team multiple times spread on many months. There’s not much more I can do unfortunately. It seems like no one who can do anything about it really cares that much, unless there is a reason why, it seems to be at best an ultra low priority. I guess it will just be updated some day.