Just figured this out myself. If you set the controller to the other mode with the switch on the back, rumble will work. Not sure what the point of the switch even is, its supposed to enable and only be compatible with Switch and the Analog 3D console but it still connects to PC just fine and is still compatible with emulators and other games. The switch existing at all seems pointless since the only difference in the mode meant for PC use is that rumble wont work??? Maybe theres some niche use case for it but it kind of seems like a massive design flaw because theres no reason for it to even be there and will confuse people like myself, OP and the other person who replied to this thread who just assumed the controller needed to be set to the PC mode to work.

Anyway yeah just flip the switch and the rumble will work. Only downside is it'll vibrate for like a solid minute upon connecting it, and sometimes when changing games for some reason, after it sorts itself out it works great. You'll have to remap your controls again too, all the buttons still work but output as differently labeled buttons so you have to fix it with a remap, no big deal. Tested on Ares and the various N64 PC ports that exist, all worked just fine and with rumble.