Which IDE are you using? The new files are added to the project for VS2010 and above. Unfortunately we had some problems adding the files to the projects reliably and safely for earlier IDE's, which is why this is not happening.
I have put in a bug report for this, to see if it can be fixed, and made to work reliably. But this is unlikely to happen soon, so for now you are going to need to keep on adding the files to the project manually: