I just noticed that. If you try to restore from the "Connect to iTunes" screen it won't work and the iPad disappears from the finder. If you manually setup as new first then start the backup, it works fine. Really annoying and had me going for awhile.
You must set it up as "new" first. When you're finished and can see the home screen, it will appear under "Locations" in the Finder on macOS Catalina. Select it and after your computer and the iPad trust each other, you will be able to restore from backup.