Hello,
the issue is caused by incorrect information stored in SDK package new project template, specifically, in boards\frdmke02z40m\project_template\pin_mux.c file on line 44, there is incorrect ID of the package:

To workaround the issue, in SDK package you downloaded please set package_id in boards\frdmke02z40m\project_template\pin_mux.c file to MKE02Z64VQH4 and reinstall it into MCUXpresso IDE:

We informed the SDK team about the issue to fix it.
Regards,
Lukas