If you have 10.15.3 now, and you want to go up to 10.15.4 now, your software update will only offer the update to 10.15.5, which for you would be the combo updater. If you (for some reason) want to only update to 10.15.4, from 10.15.3, then download the 10.15.4 updater (most call that an incremental update, and will only update 10.15.3 to 10.15.4) at support.apple.com/downloads - or this link to the download page -
https://support.apple.com/kb/DL2036
Even that incremental updater is about 3GB.
Or, you can download the 10.15.4 combo updater, which will install and update any version from 10.15.0 to 10.15.4.