The command prompt shortcuts that are created by the Visual Studio Installer properly configure environment variables for running the command line tools. These variables set paths for C/C++ include files and paths to be searched for libraries.
I also have the 10.0.20348.0 version of the Windows SDK installed and the "stdio.h" file is provided by the Windows SDK. As a component of the UCRT, it is located at "C:\Program Files (x86)\Windows Kits\10\Include\10.0.20348.0\ucrt\stdio.h".
So it seems to me that you are probably not using a VS provided command line environment and the CL.exe command line does not provide the path needed for files from the Windows SDK as shown above. At a minimum the CL.exe command line needs /I "C:\Program Files (x86)\Windows Kits\10\Include\10.0.20348.0\ucrt"