Nuget Package's dll.config Cannot Be Found after Upgrading to .net core 3.1

I am using this nuget package Identity.MSA.Toolkit. When the project was in .net core 2.2, it is running fine. But when it is upgraded to .net core 3.1, it shows error of

System.IO.FileNotFoundException : Could not find file 'C:..\IntegrationTests\bin\Debug\netcoreapp3.1\Microsoft.WindowsLive.Test.WinLiveUser.AuthInterface.dll.config'.

Things that I tried:

1. when the project was in .net core 2.2 version, I checked inside the bin folder, the dll.config file was not there
2. when the project is in .net core 3.1 version, I checked inside the bin folder also, and the dll.config file is not there either
3. I tried to upgrade to the latest version of the nuget package, also downgrade to the lower version of the nuget package - same thing happened

So I am confused why did the nuget package worked for .net core 2.2, but not .net core 3.1? and how to fix it?