Ok, I've found some solutions:

#1 Code with smell, but it works (but most likely one of the next two solution is better for you):

(found it here) We accept that Unity erases lines about installed package from .csproj file. But we use a Unity hook AssetPostprocessor.OnGeneratedCSProjectFiles to "manually" rewrite .csproj returning those lines.

#2 Much more elegant way (I chose it)

(found it here) We just put the Directory.Build.props file near our .sln & put (manually, but once) in it lines, which Unity removes from .csproj. That's all.

#Note: if you want to analyzer work not for all projects, you could use Condition for Property group.

#3 I didn't check it, but may be it will become the best solution for you

(found it here) We should add Assets/csc.rsp file which references analyzer dlls & ruleset in such way:

-a:"full_or_relative_path_to_UnityEngineAnalyzer.dll"
-ruleset:"full_or_relative_path_to_rules.ruleset"

It may works only with Rider (IDE), 'cos requirements stated as:

Applies to Unity 2019.2+ with Rider package 1.1.3+

Been looking at the feature of analysers for unity, on a 2019.4 version, the csproj files do get generated correctly without any csc.rsp files if I follow the following rules from unity (from the link you posted) :

• Move the three .dll files into the Assets folder (or any folder nested in the Assets folder) in your Unity project.
• In the Editor, select the .dll file. In the Plugin Inspector, under Select platforms for plugin, disable Any Platform. Under Include platforms, disable Editor and Standalone platforms.
• Then, give all of the DLLs a new label called RoslynAnalyzer.

But now I do not get the warnings I was looking for in the console of Unity. The warnings are there on a 2020 version though. Are you able to see the warnings from the new analysers in a 2019 version of unity ?