Yea, thats interesting.
So here's what I know ( and I havent tried installing on W2020)
Azure AD Connect must be installed on a domain-joined Windows Server 2016 or later.
Azure AD Connect v2.x installs on Windows Server 2016, and up. Today, it means you can install it on Windows Server 2016, Windows Server 2019 and Windows Server 2022 (Preview).
I'd be curious what the exact failure reason is though...