Debug Unpackaged Winui3 template project gets COMException Class not registered

Describe the bug

The template "Blank App, Packaged (WinUI 3 in Desktop)" should include needed references so that "Debug | AppName (Unpackaged)" can be run and debugged.

Failing that, Getting Started documentation should describe what references are needed, and how to add them explicitly to the project.

Failing that, I need to know how to discover what references are missing, so I can add them manually to bin folder.

Why I care:
Porting a large legacy .Net Framework project to Windows App SDK.
For developer productivity, it is essential that the project be debuggable without performing packaging.
Making and testing changes has always been very quick; any step that slows this down is a significant development cost.

I have no idea how to find and fix whatever is missing.

Steps to reproduce the bug

New Project from template "Blank App, Packaged (WinUI 3 in Desktop)".
Deploy Debug | x64 | AppName (Package) => success: "WinUI Desktop" window with button "Click Me" that works.
Deploy Debug | x64 | AppName (Unpackaged)

RESULT:

System.Runtime.InteropServices.COMException
  HResult=0x80040154
  Message=Class not registered (0x80040154 (REGDB_E_CLASSNOTREG))
  Source=System.Private.CoreLib
  StackTrace:
   at System.Runtime.InteropServices.Marshal.ThrowExceptionForHR(Int32 errorCode) in /_/src/libraries/System.Private.CoreLib/src/System/Runtime/InteropServices/Marshal.cs:line 849
   at WinRT.ActivationFactory.Get(String typeName, Guid iid)
   at Microsoft.UI.Xaml.Application.get__objRef_global__Microsoft_UI_Xaml_IApplicationStatics()
   at Microsoft.UI.Xaml.Application.Start(ApplicationInitializationCallback callback)
   at WinUI3_20241109.Program.Main(String[] args) in C:\Users\toolm\source\repos\WinUI3_20241109\obj\x64\Debug\net8.0-windows10.0.19041.0\win-x64\App.g.i.cs:line 26

Line that fails:

global::Microsoft.UI.Xaml.Application.Start((p) => {
    var context = new global::Microsoft.UI.Dispatching.DispatcherQueueSynchronizationContext(global::Microsoft.UI.Dispatching.DispatcherQueue.GetForCurrentThread());
    global::System.Threading.SynchronizationContext.SetSynchronizationContext(context);
    new App();
});

NOTE: I did not find any way to see what class is "not registered".

Expected behavior

App launches, exactly the same as "AppName (Package)" does.

Screenshots

No response

NuGet package version

None

Windows version

Windows 11 (22H2): Build 22621

Additional context

VS Community 2022, 17.11.5

microsoft / microsoft-ui-xaml