JMH Unable to find the resource: /META-INF/BenchmarkList

Finally found it out.
There was a problem with missing exec-maven-plugin plugin

<plugin>
    <groupId>org.codehaus.mojo</groupId>
    <artifactId>exec-maven-plugin</artifactId>
    <executions>
        <execution>
            <id>run-benchmarks</id>
            <phase>integration-test</phase>
            <goals>
                <goal>exec</goal>
            </goals>
            <configuration>
                <classpathScope>test</classpathScope>
                <executable>java</executable>
                <arguments>
                    <argument>-classpath</argument>
                    <classpath />
                    <argument>org.openjdk.jmh.Main</argument>
                    <argument>.*</argument>
                </arguments>
            </configuration>
        </execution>
    </executions>
</plugin>