Impossible to build OpenRGB as Windows SDK is not installed

The install.bat script does not install any version of Windows SDK, while Windows SDK is required to build OpenRGB. Without Windows SDK installed, the build fails because it cannot find necessary header files. A snippet of the build failure is below:

fatal error C1083: Cannot open include file: 'stddef.h': No such file or directory

I had to manually install Windows SDK to be able to build OpenRGB, despite following the build instructions here.