The question is caused by rasa self.
When using front api to train , rasa use default .md style
So just change code.
Open your rasa source code file(for me.it’s /root/.pyenv/versions/3.8.13/lib/python3.8/site-packages/rasa),edit the server.py file.
line1487:nlu_path = os.path.join(temp_dir, “nlu.yml”)
line1491:stories_path = os.path.join(temp_dir, “stories.yml”)
restart rasa and just enjoy.
hope it help u!