Thanks for reaching out with such a detailed question
To be fully supported and benefit from all performance improvements, bug fixes, and features in SQL Server 2019, you should install the latest Cumulative Update (CU) in this case, CU32. CUs are fully cumulative and include all previous CUs, GDRs, hotfixes, and enhancements since RTM.
Regarding the KB5065222 security update:
- It is a CU GDR, meaning it contains only the latest security fixes for CU32.
- It does not include CU32’s performance or feature updates.
- You were able to install it directly on RTM because GDRs can be applied to RTM or GDR-only branches.
- However, this does not mean you have all cumulative updates you’re missing non-security fixes from CU1 through CU32.
Recommended path:
1. Install CU32 first to get all cumulative fixes.
2. Then apply KB5065222 if it was released after CU32 for the latest security coverage.
https://free.blessedness.top/en-us/troubleshoot/sql/releases/sqlserver-2019/cumulativeupdate32
https://free.blessedness.top/en-us/troubleshoot/sql/releases/sqlserver-2019/build-versions
https://free.blessedness.top/en-us/troubleshoot/sql/releases/new-mu-servicing-model
Thanks,
Lakshmi.