jQuery .load()没有运行PHP

I am trying to use cURL to request from an API and dynamically change my website. Normally I would just use AJAX, but I would need to use a proxy server to overcome cross-domain restrictions since I don't own the API. I set up this very simple code snippet to see if I could get the jQuery .load to work.

<!DOCTYPE html>
    <html>
        <head>
            <link type="text/css" rel="stylesheet" href="static/style.css" />
            <script src="https://ajax.googleapis.com/ajax/libs/jquery/2.2.2/jquery.min.js">
            </script>
            <script type="text/javascript" src="static/script.js"></script>
            <title>
                Load Test
            </title>
        </head>
        <body>
            <?php
                echo "php is working"
            ?>
            <div id="loadContent">
                <button id="load">Load Test</button>
            </div>
            <script>
                console.log(<?php echo '"Test"' ?>)
                $(document).ready(function(){
                    $("#load").click(function(){
                        console.log("Load Started");  
                          $("#loadContent").load('static/curl.php')
                    });
                });
            </script>
        </body>
    </html>

curl.php was just a test and at first included just:

<?php
  echo "Hello World"; 
?>

There was no error thrown, but the PHP did not run. I am very new to PHP, but I know that it runs before anything else is loaded and is replaced by simple HTML. I thought that it might be replacing it before I call .load, but it would still print "Hello World". I replaced the PHP with some HTML and it worked. I don't know enough about PHP to really debug this by myself because everything I've seen has said that this should work.

Load is a just shorthand of Ajax, CORS will still get in your way unless you run a web server.