Difference in the way nuget and direct reference to dll works

Question

I am all new into the .Net world and still trying to get a hang of it. I have a .Net core 2.1 project and I am trying to reference Microsoft.Identity.Client.Extensions and Microsoft.Identity.Client libraries directly in the project. I downloaded the nupkg files from nuget and extracted the package. I copied the libraries present in lib\netcoreapp2.1 into my project directory. I have added the following in csproj.

  <ItemGroup>
    <Reference Include="Microsoft.Identity.Client">
      <HintPath>Microsoft.Identity.Client.dll</HintPath>
    </Reference>
    <Reference Include="Microsoft.Identity.Client.Extensions.Msal">
      <HintPath>Microsoft.Identity.Client.Extensions.Msal.dll</HintPath>
    </Reference>
  </ItemGroup>

But, there is an unfulfilled dependency listed by Microsoft.Identity.Client.Extensions which is not added by me. The application still compiles but does not behave as expected. I looked at the .nuspec file and I noticed that nuget mentions the dependencies as shown below and when the project falls back on nuget to reference the libraries, it works perfect. It is not the case when I download and manually reference dlls. Is there any way to add the dependencies to an existing dll in my .csproj file. The problem is there is no failure and application just does not behave as expected.

<dependencies>
      <group targetFramework=".NETCoreApp2.1">
        <dependency id="Microsoft.Identity.Client" version="4.15.0" exclude="Build,Analyzers" />
        <dependency id="System.Security.Cryptography.ProtectedData" version="4.5.0" exclude="Build,Analyzers" />
      </group>
</dependencies>

I am sure the nuget mechanism is fetching the two dependencies somewhere