The latest update (Catalina 10.15.6) does not install on my MacBook Air running Catalina 10.15.4

My 2015 MacBook Air is currently running Catalina 10.15.4 without any issue. I have a notification that the latest update to Catalina 10.15.6 is available on my Mac. When I click "Update", it restarts and go back to the login page. Update not installed and no error message. I made sure I had more than 30GB free space on my hard drive.