macOS Catalina 10.15.4 Supplemental Update Released!

Saw the same things here. It didn't happen to macs that started out having 10.15.3 or earlier, interestingly.

Here's another example:
Macbook Air (11inch Mid 2012)
2 GHz Dual Core Intel i7
10.15.4 (19E287)

ran the available update - Mac OS Catalina 10.15.5 update

Now it's on 10.15.5 (19F101) and after the update the machines name has changed and now is called "Macbook Air"

This is a totally unmanaged Mac

FYI it looks like they finally addressed it. Release notes for 10.15.6: Fixes an issue where the computer name may change after installing a software update

Ran the update on my machine (which was hit by the last 2 upgrades and no issue)