Texture asset does not appear in the assets folder after saving pCashe file in pCache Tool.

Steps to repro:
1. Open the attached project.
2. Windows > Visual Effects > Utilities > Point Cache Bake Tool.
3. Change Bake Mode to Texture > Assign "Test" texture for baking.
4. Press Save to pCache file button > Save.

Actual Result:
Texture.pcache asset does not appear in the assets folder

Expected Result:
Texture.pcache asset appears in the assets folder

Reproducible in:
2020.2.0a2, 2020.1.0b1, 2019.3.0b1, 2019.3.0a10.

Workaround:
Refresh the Project window.

NOTE:
Visual Effects is introduced in 2019.3.0a10.

Environment:
Windows & Mac 10.14.