that if System Preferences is currently open it won't update.that Catalina doesn't always show the allow properly the first time.These steps address below address several things all at once, any one of which could be the problem:

It only offered full Catalina support a few months ago so an older/existing installer should be avoided ((but all of this is still valid even if you are in fact running Mojave as your profile indicates). Make sure you've downloaded the latest version from their site.