Visual Studio setup can be like that. This tends to be decided before the update even enters preview and will be fixed for the entire update.
Visual Studio 2019 16.7 Preview 1 was first released back in May, and this was about a week before the Windows 10 May 2020 update was released.
If you check the Visual Studio 2019 16.8 Previews,
The newest Windows 10 SDK is part of the C++ Desktop Development workload. This is a case of Microsoft not wanting to make any potentially big changes with the setup once it has become public.