I've also seen the Error 0x8007371b problems with the out-of-band KB5039705 update on some Windows 10 LTSC 2019 systems as well, so the problem is not limited to just with Server 2019 systems alone.
check the contents of the CBS.log and any CbsPersist*_.log files stored in the \Windows\Logs\CBS folder, view them in Notepad and search for something like "STATUS_SXS_TRANSACTION_CLOSURE_INCOMPLETE" and referencing the edgehtmlpolicy.bin file. if that's the case, follow the instructions from Günter Born's blog on restoring a crucial file onto the \Windows\WinSxS folder & add the necessary registry entries to that specific file, and then retry the KB5039705 update.