Carpenter's Complete Guide to the SAS Macro Language, Third Edition

A good use case for SAS macros. Here's a link to a tutorial, but I also highly recommend the purple Carpenter book.

 %MACRO do_test2;
    proc sql;
        create table test2 as
        select 
            %DO i = 1 %TO 20;
              sum(X&i) as X&1
              %IF &i ^= 20 %THEN , ;
            %END;
        from test 
        group by region;
    quit;
%MEND;

As @user667489 points out, because the macro code is using a %DO loop, the code block must be defined as a named, invokable macro (%MACRO do_test2 . . . %MEND). Once you've defined it as above, you call it like this:

%do_test2;

Since we have this requirement, we can take advantage of the situation and make the number of repetitions a parameter, in case you ever want to vary it. Then the definition is:

 %MACRO do_test2(num_reps);
    proc sql;
        create table test2 as
        select 
            %DO i = 1 %TO &num_reps;
              sum(X&i) as X&1
              %IF &i ^= &num_reps %THEN , ;
            %END;
        from test 
        group by region;
    quit;
%MEND;

Which you would call like this:

%do_test2(20);