It is not Visual Studio which is doing this, but our CMake meta build system. And it is intentionally done like this, as the build folders should only contain build output. To change this, you would have to modify cmake\sdk_targets.cmake:817ff and/or MaxonTargets_CreateDirectoryLink in the same file. But that is rather impractical, as you would have to patch these files with each version of the SDK you use.

You have two options:

1. Use the builtin install feature of CMake. The SDK does not have a pre-made install configuration, as I personally dislike the feature and it would also be difficult to generically setup for SDK projects due to the freedom we give projects in where to place dependencies such as dynamic libraries. But you can easily add an install configuration to your own project, which will copy the plugin to a folder of your choice when you run cmake --install. You can even set up a post-build event in Visual Studio to automatically run this command after each build.
2. I personally would just go for a Python script which you can run from a my_build_system/plugins folder and which will copy all folders in it to some target folder of yours and also resolves symbolic links (and possibly filters out some files if you want).

Option two would cost me 30 minutes to set up or so, option one would be much more work for at least me (which is why I dislike the install feature), but it would be more integrated into CMake. I would personally just go for option two, as it is more flexible and easier to set up.

Cheers,
Ferdinand