There are factors:
1 - Too many other people downloading at the same time and Apple Severs are overloaded
2 - Software on the computer interfering with the download process including AntiVirus Software
Notation: Disabling the AV Software may or may not solve the issue. Removal of the AV Software may increase the chances of the download to perform as expected.
3 - Running behind a VPN which may increase Packet losses or corruption of the download
4 - Restart in Safe Mode. This will perform a Disk Repair, clear cache files and only load Apple Software, extensions and fonts. The boot up will be slow and can take some time - Normal and Try Again using the Software Update Applet in System Preferences
5 - Not sure the Terminal Command line will work in macOS 10.15 Catalina but you can try just the same. Should some type of error message in Terminal appear, that might confirm this suspicion but hopefully not 🤞