Is Safari's "Close Tabs to the Right" a new feature released in macOS 10.15.4?
It's new in Safari 13.1, even on Mojave.
Safari 13.1 will run on macOS High Sierra, Mojave, and Catalina (specifically versions 10.13.6, 10.14.6, and 10.15.4), It's the Safari version that's key, not the OS version itself.
Here's the changelog which show this: Safari 13.1 Beta Release Notes


Added Close Tabs to the Right.

Added Duplicate Tab.