Just went to Catalina, nasty bug : getting this all over place: "some account services wont be available until you sign in again. Apple ID. Then you sign in password to computer, not Apple one, then come up again, twice. then goes and goes in circles.
That is confusing and has happened to many of us. If it says "Apple ID" then it wants your Apple ID password. If it says Account password it wants your login password to authorize your computer to fill in your Apple ID Password. It drove me crazy for a while until I finally figured it out. I still have to stop and think about it every time it comes up — and it will come up after every update! You will also find yourself re-authorizing apps from the App Store from time to time. Security gets tighter and tighter.
MacOS 10.15.5 had been in beta for a good while. when you installed Catalina you would have gotten MacOS 10.15.4 as that was the current release. It was coincidental that the 10.15.5 update was released 3 days after you installed Catalina.
I just installed the MacOS 10.15.6 beta (apparently a security update) so it will be available to you probably within the month — if not sooner.