It sounds like you’re not building in the Development configuration when you build from Xcode.
When you double click a .uproject file, Unreal Editor starts in Development mode.
As you’ve found, when you explicitly build in Development then it works fine.
In general, if you’re building c++ code in Xcode, then you also want to start the editor from Xcode – NOT by double clicking the .uproject. This is especially true if/when you build in the DebugGame configuration and you want to debug your c++.