I saw one other post here that described the issue exactly as I was experiencing it. The upgrade to SCG5.22 from SCG5.20 downloads via the GUI but, it fails as soon as you click on "Install now". I tried to reboot the appliance, but that didnt help either. 

Finally, I remembered that one of they key changes between the two versions is that TLS1/1.1 is no longer supported starting 5.22. 

So, I went to the settings, and disabled TLS 1/1.1 there

• Settings/Environment Configuration -> Gateway configuration/Client TLS Settings

After the required gateway restart to remove this setting, tried the upgrade once more, and it went through just fine. it took almost 45 minutes to come back online.

p.s. Dell should do a better job of letting us know if there are tweaks required to make their upgrades work. I stumbled on to the solution, the alternative would've been at least a couple hours on Zoom sessions with Support that are entirely avoidable.  This is the second consecutive upgrade that has an undocumented fix.