Yes, this is because Visual Studio needs all of its resources explicitly listed in the project files. When you add a folder to VS, it creates it on disk and modifies the project file, whereas if you added it to Explorer, the project file will not have any information about it.
The simplest solution that I find is, as a rule, renaming them in Explorer, adding them to Visual Studio, and then moving the contents from the source folder to a new one.
In addition, you can edit project files directly, but a little more advanced and dangerous. (It’s not that difficult, and it’s probably worth experimenting with if you created a “well-known” project file.)
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