At the time of writing, it looks like it‘s by design and there‘s quite some fuss and confusion about it, see logged issue on GitHub.

Moreover, when publishing a NuGet package for project A referencing project B,
B becomes a NuGet dependency in A; B‘s assemby is not included in A‘s NuGet package.

I deal with it by publishing my own NuGet packages.

I only don‘t like it to have a NuGet package for project B if that one is only relevant to be used with/by project A, as it will appear seperately in my NuGet feed.