BuildPlugin command cannot build plugins with platform extensions

It seems like the BuildPlugin command is not copying all the dependencies in the HostProject. 

Here are the errors reported by a customer: 

DynamicCompilation.RequiresCompilation: Compiling D:\Perforce\Project\Test\HostProject\Intermediate\Build\BuildRules\HostProjectModuleRules.dll: Assembly does not exist
DynamicCompilation.CompileAssembly: While compiling D:\Perforce\Project\Test\HostProject\Intermediate\Build\BuildRules\HostProjectModuleRules.dll:
DynamicCompilation.CompileAssembly: d:\Perforce\Project\Test\HostProject\Plugins\ApexDestruction\Source\ThirdParty\PhysX\ApexDestructionLib.Build.cs(22,20) : error CS0246: The type or namespace name 'PhysXLibraryMode' could not be

See comments for repro steps.