There is a difference when using visual studio. When using visual studio and you hit f5, part of the deploy will install the application. Visual Studio then gets the appweb that was created then add it to the local hosts file. So when you click the app web it can locate it. If you did not setup your dns correctly, you will get an error that the server could not be found. which does not mean that the app web was not created.
In the end, it was a DNS problem which caused this because there was a lacking CName record for *..