Ok. I've been digging this up and I think I found where the issue was. The Tizen Web simulator works with the "file://" protocol. This means that we are accessing the index.html file of the game locally.
Unfortunately, AJAX Requests DON'T work with the "file://" protocol. That is how it is designed. So even if we try to load a local file through AJAX, the browser will automatically block the access.
There is a work around for each browser. Tizen is using Google Chrome and Chrome has this options to enable access to local files: "--allow-file-access-from-files". Another bad news, this options seems not working for some versions of Chrome.
For me there is one bad conclusion for this...(I include Ashley on this one)
@Ashley: Apparently it is not possible to use the AJAX Request project file action on TIZEN WEB PROJECT because the TIZEN web simulator uses the file:// protocol. Which means no AJAX possible even with the isLocal flag to AJAX.