Alternatively to Isaac Kiptoo's answer, you can also modify the command line:
sudo "/Applications/Install macOS Catalina.app/Contents/Resources/createinstallmedia" --volume /Volumes/MacOS-Stick
This accomplishes the same thing as renaming the file. [Note: I named my USB drive "MacOS-Stick".] The quotes allow you to retain the name of the app (with spaces) as it is shown in Finder.
Also, FWIW, I just used this procedure within the last hour of my posting. The format didn't take very long, but there was a 3.5-4 minute pause between the start of copying and the appearance of "10%", and copying was overall slower than I expected. IIRC, the entire copy process took 12-13 minutes, much slower than perhaps a straight copy of the 8.3GB in a direct copy action. Don't be too worried - and, of course, YMMV if you are on a faster (or slower) computer than I.
Here is the output of my command line. The pause occurred at the double asterisk.
Ready to start.
To continue we need to erase the volume at /Volumes/MacOS-Stick.
If you wish to continue type (Y) then press return: y
Erasing disk: 0%... 10%... 20%... 30%... 100%
Copying to disk: 0% ** ... 10%... 20%... 30%... 40%... 50%... 60%... 70%... 80%... 90%... 100%
Making disk bootable...
Copying boot files...
Install media now available at "/Volumes/Install macOS Catalina"
Best of luck!