This is a question I have asked many times before and is the topic of a discussion on a Facebook group i am in. I have everything disabled except windows, EXACTLY like in your screenshot and yet I still had to install Android SDKs because it continues to build for ALL platforms even though I have only Windows selected … so it starts with windows then fails at Android.
I am trying to package up a plugin I created. It consists out of 4 files and yet it has taken me weeks to get it packaged up because of problems like exactly this one. Why does it need Android SDKs when i have only Windows selected as build platform?
the only conclusion I have been able to draw that makes sense is that the build target window from your screenshot only affects cooking / packaging up your entire project but whenever you try to package a plugin only then Unreal just builds for all platform all the time
EDIT: for some reason when I try to build the editor again it complains that some of it’s files are outdated and it fails to build. Go figure. So I deleted everything and was planning on downloading the repo again tonight (was busy with it before my internet bombed out on me) and redoing it all again. This time I will try placing it in a shorter path and seeing if that make any difference. Thanks for the tip ! 
(TYPO FIX EDIT)
Having said that… When I go into the Platforms menu and tell it to package my project for Windows it builds the package just fine. No missing files, no filenames too long issues, no missing anything. It takes about 20 minutes and then my 4 source files are packaged up into a 129Mb executable including 3rd party dependencies like audio libs etc. All for 4 files that just parse text… Or even for a plugin with 0 files… in fact, a project with 0 files in the Sources folder at all
…then I go into the Plugins window and tell it to package ONLY the plugin and now suddenly I need different versions of VS and now I have missing files and require Android SDKs etc etc etc…