I'm a technical product manager at Narrative Science. If you submit a support request at Narratives For Qlik, we'd be able to help you directly. The above suggestion would be my initial inclination as well. Many times, ad blockers and other network restrictions will prevent the extension from pulling down the necessary code from our servers. When that "one time connection to its home site" as Karthik described can't happen, you will see that error.
The free version of the extension operates as a web service. Any time you will want to bring the extension into a worksheet you will require connection because you will need to pull down code from our servers. Then, any time you actually want to generate a narrative using the extension, you will need a connection because you are sending a transformed version of the Qlik hypercube for the chart you are writing about to our servers to generate a narrative.
The data being sent to our site is just the data needed to write a story about a particular chart (names of measures/dimensions, the raw data values). That is it.