That's an installation I've never seen before.
When you ran the setup wizard, did you opt to install the Polybase feature? Do you plan to use Polybase? (The database in the error message is part of Polybase.)
What happens if you press Retry?
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TITLE: Microsoft SQL Server 2019 Setup
The following error has occurred:
Cannot drop database "DWDiagnostics" because it is currently in use.
Click 'Retry' to retry the failed action, or click 'Cancel' to cancel this action and continue setup.
BUTTONS:
&Retry
Cancel
That's an installation I've never seen before.
When you ran the setup wizard, did you opt to install the Polybase feature? Do you plan to use Polybase? (The database in the error message is part of Polybase.)
What happens if you press Retry?