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Install native build tools by default.
This should definitely be enabled by default. The amount of times I have (and I'm sure other people have) skipped this step then tried to install native modules, only to face hours of headache, is insane.

Or perhaps made to be part of the component selection page instead of its own dialog, defaulting to selected.
That said, I already had Python and VS installed prior to installing Node, so for me unselected was the better choice, since otherwise it would've caused a bunch of PATH headaches and, even worse, the potential for silent build failures in unrelated workflows if these versions took precedence over the previously installed versions. So, 🤷♂️.
Maybe instead of a checkbox with a default, it could be a Yes and No button with no default choice, so you're forced to pause for a second to pick one. Or a set of Yes and No radio buttons with none chosen, that you have to select before continuing:

Something like that.