After several hours of testing, I was able to install the extension... It seems to be a problem with the UAC in Windows 10 and the VSIXInstaller executable (VSIXInstaller.exe).
The standard double click operation over a VSIX file in the File Explorer is not installing ANY Visual Studio 2015 extension. Apparently is requires administrative permissions. However, it is not possible to indicate to "install as administrator".
The only way to install the extension was executing the VSIXInstaller.exe as administrator and passing the VSIX file as parameters. To do that, follow this procedure:
1. Open a CMD window as Administrator
2. Go to Common, IDE folder of the VS 2015 installation. In my case:
CD C:\Program Files (x86)\Microsoft Visual Studio 14.0\Common7\IDE
3. Execute the installer passing the VSIX file as parameter. In my case:
Finally, the installer will start the installation!
I hope it helps you