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.