Just wanted to share my experience in case it will help anyone googling to figure this out.
I was moving to 4.25 and trying to follow the documentation to get it all installed. Particularly, the documentation on installing Android studio.
What I found was that
a) I never got the Verify Settings dialog box (found out that only happens when you select Custom install, not Standard like the docs say to do)
b) It installs Android Studio, but not any SDKs
I finally figured out that I had ANDROID_HOME and ANDROID_SDK environment variables floating around from either doing some Xamarin dev or when I tried to get 4.25 working in beta. Not sure, but the point was that I uninstalled Android Studio, removed those vars and then reinstalled it. This time, it also installed SDK 29.