Okay I found what what was the issue.
It seems that you can not follow standard VS integration routine provided by Microsoft when connecting your UE projects in VS anymore.
As I remember, in Unreal there was only two plugins for Visual Studio, now there is some third which does nothing but spoils everything(causing the thing I posted here).
Do not enable this plugin and everything should be fine as before:
And avoid enabling it accidentally via the Visual Studio:
