Thanks to @ixSci for asking the good question that lead me on the path:

My Core library that was linking to the INTERFACE library did not have any source files in it, only other headers, so there was no compilation output. This causes either CMake or VS (not sure which) to not bring in the additional include directories. Once I added an empty TestSource.cpp into Core and ran CMake again, the include directories appear in the project properties as I expect and I can #include the headers in my files.