You may have downloaded the sdk but Processing can’t find the location, otherwise it wouldn’t keep asking for it. So what you need to do basically is find out where the sdk is located and then make certain that Processing’s preferences file is set to the same path. Do you have the app Android Studio on your system? It can be helpful in finding the sdk location if other methods fail.
On my Windows 11 system the Android sdk is located at: C:\Users\myName\AppData\Local\Android\Sdk
Processing preferences.txt file is at C:\Users\myName\AppData\Roaming\Processing\preferences.txt
Open the preferences file and set the correct sdk path for your system.