This is on purpose.
But, perhaps moving to gcc just requires adding include directories (adding gazillions of include directories if you have gazillions of subprojects) ??
Well, on purpose or not, it's wrong
I don't know whether the MS compiler automatically looks into
../include or whether Visual Studio adds that path secretly, but it is a certain thing that the compiler cannot possibly find those files if it does not know where to look.
You don't need to add millions of paths for the same number of projects, since you can use relative pathnames, and if you don't like adding them to the individual projects, you can do so in global compiler options.