The linked doc is from November 20, 2020, and the step-by-step has obviously been changed without its having been updated.
I just ran Apple Diagnostics/AHT on my 2019 16" Intel MacBook Pro:
- I shut down.
- I powered up and hit D after the chime.
- After a moment I got a second chime and then a "Select Your Network" screen.
- I selected my network and entered my password.
- I next got a "Starting...may take a while" screen.
- I then got a "Choose your language" screen.
- I finally got a "Run diagnostics" screen which offered me options to
- Run the test off-line and
- run the test on-line.
- I tried both options, and didn't have to wait for a d/l with either option, both of which completed pretty quickly.
(Trying to get that list within a list to render correctly was driving me crazy until I remembered a 12 1/2 year old conversation between cyn and Hal. Whew!)