I logged into my Mac and the progress bar went about half way when the screen blacked out, another loading progress bar showed up, after which this showed up (see image).
What's going on?
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That looks like macOS Catalina 10.5.6 Update released 7/15/2020. Seems Catalina finally decided to force it on you. You must have Automatic Updates turned on which isn't necessarily a bad thing except for when it happens when you have things to do. A large update can take 45-60min.
In System Preferences -> Software Updates there's a checkbox to Automatically keep my Mac up to date as well as an Advanced button. In Advanced there is Check for updates, Download new updates when available, Install macOS updates, Install app updates from the App Store and Install system data files and security updates.
You can make adjustments to these settings to stop the Mac from automatically installing macOS updates. Those are the big dot releases like ".6" in this case. But you really should install these updates because they always include security fixes to protect you.
Out of band security updates usually take the form of "Security Update 2020-004" which was for Mojave and High Sierra while the dot-6 update included those fixes in 10.15.6.