Most likely it’s because you don’t reference Microsoft.CodeAnalysis.CSharp.Workspaces
in your code, i.e. you never use a type or method in this dll, so MSBuild thinks it’s not needed (see e.g. this question).
So what you could do is e.g. add the following line somewhere in your class library project:
var _ = typeof(Microsoft.CodeAnalysis.CSharp.Formatting.CSharpFormattingOptions);
Then MSBuild should copy Microsoft.CodeAnalysis.CSharp.Workspaces.dll
over and everything should be fine. No need to reference the NuGet packages from all the other projects.