Full .NET references .NET Standard class library: FileNotFoundException

I've just created 2 projects with Visual Studio 2019 (16.3.3):

1. class library (netstandard2.0)
   • +Microsoft.EntityFrameworkCore, Version 2.2.4
   • +custom Repository class to hide DbContext class
2. WPF project (v4.7.1)
   • +reference to the class library above
   • +some code to use the Repository:

var r = new Repository(@"Server=(localdb)\MsSqlLocalDB; Database=EfCore2Wpf; Trusted_Connection=True;");
DataContext = r.GetItems(); // FileNotFoundException here.

Here's the complete exception:

System.IO.FileNotFoundException: 'Could not load file or assembly "Microsoft.EntityFrameworkCore, Version=2.2.4.0, Culture=neutral, PublicKeyToken=adb9793829ddae60" or one of its dependencies. The specified module could not be found.'

That's right! There's no Microsoft.EntityFrameworkCore.dll inside \WpfApp\bin\Debug folder. But why?

(I have some legacy solutions with the same project types and they work. What's wrong here?)

For your information:

1) Including a single .NET Core package like Microsoft.EntityFrameworkCore.SqlServer cause a Million <Reference Include="..."><HintPath>..\packages\...dll</HintPath></Reference> entries. That's no option.

2) As far as I remember I had to migrate my legacy WPF projects to pass indirect .NET Core references: https://docs.microsoft.com/en-us/nuget/consume-packages/migrate-packages-config-to-package-reference. But currently I don't need any NuGet package in my WPF project so there's no package.config. And without a package.config file I cannot migrate!