You don't have to use dynamic SQL
update
R
set
Assoc_Item_1 = CASE WHEN @curr_row = 1 THEN foo.relsku ELSE Assoc_Item_1 END,
Assoc_Item_2 = CASE WHEN @curr_row = 2 THEN foo.relsku ELSE Assoc_Item_2 END,
Assoc_Item_3 = CASE WHEN @curr_row = 3 THEN foo.relsku ELSE Assoc_Item_3 END,
Assoc_Item_4 = CASE WHEN @curr_row = 4 THEN foo.relsku ELSE Assoc_Item_4 END,
Assoc_Item_5 = CASE WHEN @curr_row = 5 THEN foo.relsku ELSE Assoc_Item_5 END,
...
from
(Select relsku From @TSku Where tid = @curr_row1) foo
CROSS JOIN
@RelPro R
Where
R.RowID = @curr_row;