While Windows is not my primary platform, I've created a “bucket” for the Scoop package manager to install Playdate SDK. It's working for my own purposes (CI primarily), but I'm looking for feedback from people who use Scoop more regularly.
There's a known issue when uninstalling: you might see a message that the SDK uninstaller could not be deleted. I'm not sure if that can be fixed, but it shouldn't be much of an issue either. I know that some NSIS uninstallers only get deleted after a reboot.