It is a bit confusing but, in general these days, you should always install the current command line tools specific to the version of the Mac operating system you are running.  That ensures that not only are the necessary build tools installed but also that the correct system header files are installed in /usr/include and elsewhere.  To build cpython it is not necessary to download and install the full Xcode package, only the command line tools.  As you discovered, by not installing the clt, the build falls back to using the headers from an Xcode-supplied SDK which may be for a newer system than the one you are building on and thus might require dealing with missing OS features.