There's a very good explanation of why you need a web server on the getting started page for Phaser.
What it boils down to is you need to use a web server because:
It's to do with the protocol used to access the files. When you
request anything over the web you're using http, and the server level
security is enough to ensure you can only access files you're meant
to. But when you drag a file in it's loaded via the local file system
(technically file://) and that is massively restricted, for obvious
reasons. Under file:// there's no concept of domains, no server level
security, just a raw file system.
...
Your game is going to need to load resources: images, audio files,
JSON data, maybe other JavaScript files. And in order to do this it
needs to run unhindered by the browser security shackles. It needs
http:// access to the game files. And for that we need a web server.
Technically, none of your Phaser applications should run without a web server, it's quite odd that you got one of them to.