Actually this seems like some kind of bug. I found a way to "convince"
it to find the file:
Open the target settings, unmark the Framework-style-includes box,
press "Save" - so that CW will search for the files again, mark the
box again (not necessary, but that's the setting I wanted),
and then all of a sudden it compiles.
If you try to compile a second time, it won't work again, until you
follow the same procedure.
The same thing happened to me with including "Carbon/Carbon.h", it all
of a sudden couldn't find the file, until I followed the above