Error message: Can't find design entity "..."

I have a similar issue with Quartus V9.0sp2.

Although I've not verified it, I thought of this possible cause:

When I create a new symbol in a design, then I can always open with hierarchy.

If I copy and add the module files to another project, then hierarchy is not recognized, although compilation always succeeds, as in your case.

I can reactivate hierarchy if I force a create symbol.

My supposition is that the hierarchy information is stored in the project file or in project library when I create the symbol, so it is lost if you simply copy .bdf .qip. .vhd .v files and add them to the other project.