The root cause is not adding jme3-android-native to the dependencies.
From the stack trace, one can tell, though, that running without the natives does not work:
at com.jme3.texture.plugins.AndroidNativeImageLoader.<clinit>(AndroidNativeImageLoader.java:23)
at java.lang.Class.classForName(Native Method)
at java.lang.Class.forName(Class.java:400)
at java.lang.Class.forName(Class.java:326)
at com.jme3.asset.AssetConfig.acquireClass(AssetConfig.java:62)
at com.jme3.asset.AssetConfig.loadText(AssetConfig.java:86)
at com.jme3.asset.DesktopAssetManager.loadConfigFile(DesktopAssetManager.java:96)
at com.jme3.asset.DesktopAssetManager.<init>(DesktopAssetManager.java:89)
at com.jme3.system.JmeSystemDelegate.newAssetManager(JmeSystemDelegate.java:125)
at com.jme3.system.JmeSystem.newAssetManager(JmeSystem.java:139)
Unclear whether DesktopAssetManager is supposed to be used for Android, but it seems to refer to the native loader all the time, and the native loader does not properly handle missing natives, ofc.