How do you know that? Error messages like above can happen because it was from Software Update they tried to download and install. And there is no indication they downloaded from one source or the other than the ambiguous error message.
Let me rephrase what I stated earlier:
- If you installed and downloaded from the App Store and received this error message, it is possible something is installed that is preventing the full installation of Catalina.
- Because your signature says you are running 10.14 Mojave, we can only assume you are trying by some method to get to 10.15.6. If it is the App Store, then it means something is not setup right for a Catalina install. If it is Software update website, then yes you are getting the download from the wrong location.
If it is downloaded from the right location, use Etrecheck to make sure with us that nothing is running that could prevent the upgrade:
https://discussions.apple.com/docs/DOC-250002463