The point being made here is that although many new stuff is being shipped through NuGet, there are still way to many "implicit" dependencies to the stuff that gets shipped through SDKs, installers, vsix, etc.
Setting up a build server is a good indicator really of all these "implicit" dependencies.
File > New C# Project results in a csproj file containing references to MSBuild targets and binaries that supposedly are already installed on the system. While that's a valid assumption on a developer's machine, these dependencies are declared "implicitly".
Why not make them explicit and reference the appropriate MSBuild targets and libs from .NET NuGet packages? (really whish .NET gets componentized and shipped through NuGet one day). NuGet package restore could then simply pull in all dependencies required to build the software.