Problem solved:

Running the following code in the CommandLine Python and in the C++ embedded python clarified the problem:

  import importlib.machinery
  print(importlib.machinery.all_suffixes())
  
CommandLine Python:
> ['.py', '.pyw', '.pyc', '.cp37-win_amd64.pyd', '.pyd']

C++ Embedded Python:
> ['.py', '.pyw', '.pyc', '_d.cp37-win_amd64.pyd', '_d.pyd']

It shows that the Embedded python is running in Debug mode and therefore adds a _d to the suffix. Yet the numpy or pytorch installed only non-debug files.