Hi, @Andreas
Thank you for posting in Microsoft Q&A forum.
You may need to check if you enable SUP classifications and products correctly.
In the Configuration Manager console, navigate to Administration > Overview > Site Configuration > Sites. Select the site, right click and click Configure Site Components > Software Update Point.
On the Software Update Point component properties box, select Classifications tab. Enable the ones that you require. Make sure you have Security Updates enabled.
Next, click Products tab and select the products (SQL Server 2014 and 2019).
After you select Classifications and Products, you must run the software update point synchronization again.
By the way, the update KB5014165 and KB5021037 are replaced by KB5029184.
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