How to wake a MacBook Air (2019) display after it suddenly goes dark (not sleep) for no reason in macOS Catalina (10.15.1)?
The solution is to login from another device via the command line, put the display to sleep and then wake up the machine.

This solution hinges on whether or not you have SSH remote login capability to the machine. But if you do, you are in luck!

What I did is SSH in from iPhone using a Terminal app and then run this command to put the display to sleep:

pmset displaysleepnow


When I entered that command, the display on the MacBook Air went truly dark. Then by simply tapping any key on the keyboard, the screen came back to life. And my download was not interrupted!

FWIW, I am unsure if this is a MacBook Air (2019) specific issue, a macOS Catalina specific issue, or some combo of the two or just something else. Posting specifics in case this helps someone in a similar situation.