Finally I found an answer. It is simple, but not mentioned anywhere...

Just open xcode project file in any editor and instead

shellScript = "cd \"$SRCROOT/..\"\n./gradlew :composeApp:embedAndSignAppleFrameworkForXcode\n";

put

shellScript = "";

You can do the same via xcode UI, but it is much quicker to do it this way.

This script is a leftover existing there due to direct integration (that is in all samples by default): https://kotlinlang.org/docs/multiplatform-direct-integration.html