No way to solve the problem via the terminal using:
sudo softwareupdate --ignore "macOS Catalina"
The reminder reappears after few days.
It seems that I solved by removing the SoftwareUpdateNotificationManager launcher.
Namely, from /System/Library/LaunchAgents, move com.apple.SoftwareUpdateNotificationManager.plist to /System/Library/LaunchAgentsIgnored.
Additionally (but it is not clear to me if really needed), I changed the notification configurations in /System/Library/UserNotifications/Bundles/com.apple.SoftwareUpdateNotification.bundle/Contents/Info.plist.
Namely I changed the flags in
<dict>
<key>UNDaemonShouldReceiveBackgroundResponses</key>
<true/>
<key>UNDefaultSettings</key>
<dict>
<key>UNSettingAlerts</key>
<true/>
<key>UNSettingAlwaysShowPreviews</key>
<true/>
<key>UNSettingBadges</key>
<true/>
<key>UNSettingModalAlertStyle</key>
<true/>
<key>UNSettingSounds</key>
<true/>
</dict>
<key>UNHideSettings</key>
<true/>
<key>UNNotificationIcons</key>
<dict/>
<key>UNSuppressUserAuthorization</key>
<true/>
Namely the UNSuppressUserAuthorization flag. However the effect of these flags should be investigated.
A more drastic solution could be to remove the SoftwareUpdateNotification Manager from the core services.
Note that, in order to make these changes, you must boot from another disk, otherwise System is read only.
更新：
如果移動文件時出現read-only 文件系統提示：
$ sudo mv com.apple.SoftwareUpdateNotificationManager.plist /System/Library/LaunchAgentsIgnored
mv: rename com.apple.SoftwareUpdateNotificationManager.plist to /System/Library/LaunchAgentsIgnored/com.apple.SoftwareUpdateNotificationManager.plist: Read-only file system執行以下命令解除
sudo mount -uw /