Blue highlight is missing on creating Visual Effect game object.

Steps to repro:
1. Create a new project.
2. Window > Package Manager > Visual Effect Graph > Install.
3. GameObject > Visual Effects > Visual Effect.

Actual Result:
Blue highlight is missing on creating Visual Effect game object

Expected Result:
Visual Effect game object created with the blue highlight in the Hierarchy.

Reproducible in:
2020.1.0a5, 2019.3.0b4, 2019.3.0a10.

Tested on Package Version: 7.1.1, 7.0.1.

NOTE:
Visual Effects is introduced in 2019.3.0a10.

Environment:
Windows & Mac.