Adding dependency from INCLUDE_EXTERNAL_MSPROJECT to library in CMake not working

Question

I have a project that includes managed and unmanaged code, c++ and c# in one project, and to make things easier, have decided to incorporate it into the larger CMake build I'm working on using include external project, and add_dependencies, however, when configuring and opening VS, the reference to his project is broken (yellow triangle next to name). If I navigate to Add Reference, and add a project reference, it works.. How can I make this work in CMake?

The pertinent CMake commands are as follows

INCLUDE_EXTERNAL_MSPROJECT(EXT_PROJECT Path/To/Project.vcxproj)

I have a library in the CMake project that depends on this external project, and I am using

add_dependencies(LIBRARY_NAME EXT_PROJECT)