PDX Generation With NMake Not Working on Windows

I'm following the documentation to build for the device using Nmake and I got everything down so far. I'm trying to build the SpriteGame example (or any other example for that matter).
I run > cmake .. -G "NMake Makefiles" --toolchain=C:/Playdate/PlaydateSDK/C_API/buildsupport/arm.cmake

nmake

And I get the following output in the command prompt:

-- arm.cmake loaded
-- SDK Path: C:/Playdate/PlaydateSDK
-- Configuring done (0.0s)
-- Generating done (0.1s)
-- Build files have been written to: C:/Playdate/PlaydateSDK/C_API/Examples/Sprite Game/build_device

Microsoft (R) Program Maintenance Utility Version 14.29.30148.0
Copyright (C) Microsoft Corporation. All rights reserved.

    "C:\Program Files\CMake\bin\cmake.exe" -S"C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game" -B"C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game\build_device" --check-build-system CMakeFiles\Makefile.cmake 0
    "C:\Program Files\CMake\bin\cmake.exe" -E cmake_progress_start "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game\build_device\CMakeFiles" "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game\build_device\\CMakeFiles\progress.marks"
    "C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Tools\MSVC\14.29.30133\bin\HostX86\x86\nmake.exe"  -f CMakeFiles\Makefile2 /nologo -                   all
    "C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Tools\MSVC\14.29.30133\bin\HostX86\x86\nmake.exe"  -f CMakeFiles\SpriteGame_DEVICE.dir\build.make /nologo -L                  CMakeFiles\SpriteGame_DEVICE.dir\depend
    "C:\Program Files\CMake\bin\cmake.exe" -E cmake_depends "NMake Makefiles" "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game" "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game" "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game\build_device" "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game\build_device" "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game\build_device\CMakeFiles\SpriteGame_DEVICE.dir\DependInfo.cmake" "--color="
    "C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Tools\MSVC\14.29.30133\bin\HostX86\x86\nmake.exe"  -f CMakeFiles\SpriteGame_DEVICE.dir\build.make /nologo -L                  CMakeFiles\SpriteGame_DEVICE.dir\build

[100%] Built target SpriteGame_DEVICE
"C:\Program Files\CMake\bin\cmake.exe" -E cmake_progress_start "C:\Playdate\PlaydateSDK\C_API\Examples\Sprite Game\build_device\CMakeFiles" 0
Press any key to continue . . .

However this does not leave me with a PDX file (or folder as it should be on Windows). I get
Cmake stuff and a SpriteGame_DEVICE.elf file instead.

What am I missing?

Answering my own question:
I was expecting that the builds would get stored inside the build folder but they actually get created in the parent directory. So in my case, instead of in Examples\Sprite Game\build_device, I get SpriteGame.pdx inside the Sprite Game folder.

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