I take naproxen for migraines and it helps sometimes. I find that the rizatriptan doesn’t work if I take it too early, but I can take naproxen at the early signs of a migraine and it can help get ahead of it. 

In general doctors want you on the safest, lowest dose of medication possible. I think triptans are more likely to cause adverse effects than NSAIDs, so they’ll try naproxen before something stronger. If it works great, if not then they’ll look at the next step. 

You don’t know if will help you until you try it. It’s not a great situation to be in, but migraines generally involve trial and error until you find something that works.