How to reproduce:
1. Open the attached "hl2test.zip" project
2. Build to UWP (with ARM64, via Device Portal)

Expected result: Build is successfully deployed
Actual result: Build fails with "Deployment failed - Must specify an appx file to install" error

Reproducible with: 2018.4.30f1, 2019.4.16f1, 2020.1.17f1, 2020.2.0f1, 2021.1.0a9

Notes:
- Reproducible on HL1 and HL2

UPDATE:

This issue was introduced by a behavior change in Microsoft's MakeAppx.exe tool; see this VisualStudio problem ticket for details
https://developercommunity.visualstudio.com/content/problem/391934/makeappx-now-creates-msix-files-instead-of-appx.html

In short, MakeAppx.exe outputs a .msix package within newer Windows SDKs versions instead of an .appx package. There's no real difference between the two packages, but Unity searches for a package with .appx name extension when deploying to Device Portal. A fix is in progress to query for both .msix and .appx files.

Workaround:

The new MakeAppx.exe behavior is triggered when building an app with a Minimum Windows SDK of 10.0.17763.0 or later, and the bug can be bypassed if you select an older Windows SDK when using Build and Run through Device Portal.

IMPORTANT: You can still set the Target Windows SDK to use new versions (important when building for HoloLens2), and only the Minimum SDK needs to be changed to an older version to avoid the bug.