vcpkg and Eigen3: Eigen3 set to NOT FOUND

Question

I have used vcpkg install eige3:x64-windows and then the integrate install command on Windows 10. Now, from inside CMakeLists.txt I do find_package(Eigen3 CONFIG REQUIRED), but I get the following in the Visual Studio 2019:

Severity Code Description Project File Line Suppression State
Error CMake Error at C:/dev/vcpkg/scripts/buildsystems/vcpkg.cmake:792 (_find_package):
  Found package configuration file:

    C:/dev/vcpkg/installed/x64-windows/share/eigen3/Eigen3Config.cmake

  but it set Eigen3_FOUND to FALSE so package "Eigen3" is considered to be
  NOT FOUND. C:/dev/vcpkg/scripts/buildsystems/vcpkg.cmake 792 

How to fix this problem?