Form Customizer doesn't work in development mode if using SPComponentLoader

Target SharePoint environment

SharePoint Online

What SharePoint development model, framework, SDK or API is this about?

💥 SharePoint Framework

Developer environment

Windows

What browser(s) / client(s) have you tested

• 💥 Internet Explorer
• 💥 Microsoft Edge
• 💥 Google Chrome
• 💥 FireFox
• 💥 Safari
• mobile (iOS/iPadOS)
• mobile (Android)
• not applicable
• other (enter in the "Additional environment details" area below)

Additional environment details

    "dependencies": {
        "@fluentui/react": "8.122.11",
        "@microsoft/decorators": "1.20.0",
        "@microsoft/sp-adaptive-card-extension-base": "1.20.0",
        "@microsoft/sp-core-library": "1.20.0",
        "@microsoft/sp-listview-extensibility": "1.20.0",
        "@microsoft/sp-lodash-subset": "1.20.0",
        "@microsoft/sp-office-ui-fabric-core": "1.20.0",
        "@microsoft/sp-property-pane": "1.20.0",
        "@microsoft/sp-webpart-base": "1.20.0",
        "@pnp/sp": "2.0.5",
        "@pnp/spfx-property-controls": "3.19.0",
        "gulp-zip": "5.1.0",
        "office-ui-fabric-react": "7.204.1",
        "react": "17.0.1",
        "react-dom": "17.0.1",
        "tslib": "2.8.1"
    }

Describe the bug / error

Could not load form-customizer in require. Error: Script error for "@microsoft/sp-loader", needed by: eb5b767e-543b-453d-9d32-ef15f53ae1da_1.1.0.4
https://requirejs.org/docs/errors.html#scripterror
    at makeError (eval at e (sp-list-form-application-assembly_en-us_65c077022f3cac7b1722da811f98fc5d.js:211:11669), <anonymous>:5:1843)
    at HTMLScriptElement.onScriptError (eval at e (sp-list-form-application-assembly_en-us_65c077022f3cac7b1722da811f98fc5d.js:211:11669), <anonymous>:5:17037)

Steps to reproduce

Create SPFx package with form customizer in it
Use SPComponentLoader in your code:

import { SPComponentLoader } from '@microsoft/sp-loader';
...
SPComponentLoader.loadScript(...)

Run gulp serve
Apply customizer to some list
When opening a form blank screen appears with console error

Could not load form-customizer in require. Error: Script error for "@microsoft/sp-loader"

Form customizer works OK if package is built in release mode and code isn't hosted from localhost.

Expected behavior

Form customizer is rendered normally