I found the issue!
When importing to my project the 'gameframe_native' extension's files had no names see the following image:
The files are still there and clickable, but since they have no names appear invisible.
The fix for my issue was to open each of the invisible files and name them "gameframe.dll", "gameframe_native.gml", and "autogen.gml". So they should look like this:
I assume this is a bug. The demo project has them named correctly which is how I knew the appropriate names to add!