Uhm I have  a 2016 MBP and have been getting that “error” message on and off for YEARS. I even got it when the laptop was like 3 days old. Had the laptop replaced by Apple entirely once still getting same critical update screen. Think why would Apple have a critical update that is not listed on the official support Apple com website where ALL downloads are available particularly for OS. As of right now there are no updates for Catalina other than .2 .3 .4 .5 and the combo updates. Previous OSs all have some security updates available. But why would this update not be listed there. I’m still getting it after fresh install and install of the newest available 10.15.5. It makes no sense that Apple would have a critical security update immediately following a OS update. It’s because it’s not Apple—it’s a sign of malware in the efi aka firmware. This type of malware is both well documented and real and has been around since at least 2016

Malware. Yes there's tons of it for Mac. Check the National Institute of Standards for Technology National Vunerability Database of Common Vulnerabilities and Exposures, almost 9,000 for Apple as of Feb. 2018. About 1/10 as many as Windows but uh would you go out in a thunderstorm if you knew you had a 1/10 chance of getting struck my lightening? These and similar messages from an "unknown" process have been popping up in logs (Cmd+L) during installs in Recovery and elsewhere for a while now: Unknown[528]: Keyboard Layouts: keyboard layout identifier -14934 has been replaced with -28673. Either Apple is totally off their game or its malware. Guess its true about what goes up...Too bad. They're totally screwing themselves over by not confronting these problems and just living in denial and refusing to help their paying customers.