I got the same issue on MacOS Catalina.
I think I identified the root cause: I have switched the default Apple ID account and the new one was not activated as a Developer account. When I ran the xcode-select --install
command, I got the same error as stated in the issue description.
After reading this post on stackoverflow, I went on https://developer.apple.com/downloads and I was asked to accept Developers terms. I think it enabled my account as a developer one. Then, I tried to run xcode-select --install
again and it worked.