I get the reason:
Do not use gem 'omniauth-stackexchange', '~> 0.2.1' ,but instead of gem 'omniauth-stackexchange', git: 'https://github.com/nashby/omniauth-stackexchange.git'
The reason see this:add call back url
I don't know about that Ruby/Gem, but your app registration is not correct.
You need to configure your app for explicit OAuth2, per this other answer, except enter localhost instead of example.com.
(The localhost is based on the original version of the question. If you have a registered domain, use that.)
Then, in your ruby code: