Plex will only consider local media assets that belong to an available movie / item in your library. Once you add Movies > My Movie (2019) > My Movie (2019).ext to that structure, Plex should also include the trailers.
That mostly defeats the purpose of supporting movie trailers as extras, IMO. I was able to get around this by placing a stand-in file for now, but it would be nice if Plex supported this without workarounds.