That's why docker build environments are a thing - even on Windows.
Build scripts are complex, and even though I'm pretty sure VS offers pretty good support for having multiple SDK versions at the same time (that I've used), it only takes a single script that wasn't written with versioning in mind, to break the whole build.
But this isn’t true. Many distros package major versions of GCC/LLVM as separate packages, so you install and use more than one version in parallel, no Docker/etc required
It can indeed be true for some things-such as the C library-but often not for the compilers