Error downloading macOS 10.15.6 after the download progress bar reaches the end.

I am trying to upgrade my MacBook Air (11 inch, mid 2012) to macOS 10.15.6. It's currently on 10.15.5. I am going through System Preferences > Software Update. When I click on Update Now, the download screen shows up. It goes all the way to 2.96 GB of 2.96 GB, waits for a couple of minutes, then shows the error message below in the picture.

I am on a wired connection, and have no issues browsing Netflix, Facebook, etc. I searched other threads, and found a thread with a similar error message which was caused by the ISP blocking iCloud.com. I face no issues when logging in to iCloud.

What steps would you recommend I take to troubleshoot this issue? Thanks in advance!