Failed to create project from templates "The method or operation is not implemented."

When clicking to create a "Console app" from template after model was created, an exception is thrown.

at System.Runtime.InteropServices.Marshal.ThrowExceptionForHRInternal(Int32 errorCode, IntPtr errorInfo)
at Microsoft.VisualStudio.CommonIDE.Solutions.Dte.DteGenericProject.GetFileName()
at Microsoft.VisualStudio.CommonIDE.Solutions.Dte.IdeAutomationObject`1.<>c__DisplayClass23_0`1.<b__1>d.MoveNext()
--- End of stack trace from previous location where exception was thrown ---
at System.Runtime.ExceptionServices.ExceptionDispatchInfo.Throw()
at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification(Task task)
at Microsoft.VisualStudio.Threading.JoinableTask.CompleteOnCurrentThread()
at Microsoft.VisualStudio.Threading.JoinableTask`1.CompleteOnCurrentThread()
at Microsoft.ML.ModelBuilder.VsProjectSystem.d__22.MoveNext() in /_/src/Microsoft.ML.ModelBuilder/VsProjectSystem.cs:line 85
--- End of stack trace from previous location where exception was thrown ---
at System.Runtime.ExceptionServices.ExceptionDispatchInfo.Throw()
at System.Runtime.CompilerServices.TaskAwaiter.HandleNonSuccessAndDebuggerNotification(Task task)
at System.Runtime.CompilerServices.TaskAwaiter.GetResult()
at Microsoft.ML.ModelBuilder.ToolWindows.ConsumeViewModel.d__47.MoveNext() in /_/src/Microsoft.ML.ModelBuilder/ViewModels/ConsumeViewModel.cs:line 307