Install macOS Catalina application won't open Macbook Air

I have a MacBook Air (13-inch, Early 2014) currently running Mojave 10.14.6 and am trying to upgrade to macOS Catalina 10.15.2. When I go to the Software Update tab of System Preferences, the update pops up along with the button "Upgrade Now".

After following the corresponding dialogue boxes, the OS begins to download (it takes up 8.18 GB of storage, which I have space for on my computer). However, once installed, there is an "Install macOS Catalina" application that refuses to open when I click on it. I'm stuck here and am unable to proceed. Has this happened to anyone else / is there a way to install the OS from somewhere other than System Preferences?

I tried installing 10.15.2 directly from Apple's website but it didn't work as I don't have 10.15 already installed (which I couldn't find any direct download link for). Any advice is appreciated!