New Unity installation and project project fails to build all platform targets out of the box

When doing a clean installation of the Unity Editor and creating an empty project, we found that the Unity editor doesn't successfully build all the available platform builds targets out of the box.

Test by installing the latest version of Unity 2019 LTS or 2020 with all of the available modules, creating a new project, switching to each build target in the build window and manually start a build.

Expected behavior:
All build targets work out of the box without having to install or download additional packages or dependencies other than the SDK for that defined platform, (that part is understandable as it is expected to have the platform SDK pre-installed on the machine and the unity editor simply need to be informed of their location).